-21.1%
GIS vs MKC
+29.9%
-50.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -6.4% | -1.5% | -4.9% | -5.7% |
| 30D | -6.1% | -3.1% | -3.0% | -4.5% |
| 3M | +7.8% | +5.2% | +2.6% | +5.4% |
| 6M | -8.8% | -12.8% | +4.0% | -2.8% |
| YTD | -19.1% | -23.3% | +4.2% | -8.3% |
| 1Y | -24.8% | -24.1% | -0.6% | -14.4% |
| 3Y | -37.6% | -32.1% | -5.5% | -25.8% |
| 5Y | -25.4% | -32.8% | +7.4% | -12.4% |
| All | -21.1% | +29.9% | -50.9% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MKC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling