+1,391.9%
GIS vs MKC
+3,311.3%
-1,919.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.8% |
| 7D | -8.4% | -2.8% | -5.6% | -7.6% |
| 30D | -5.2% | -3.4% | -1.8% | -4.1% |
| 3M | +8.2% | +3.8% | +4.4% | +7.1% |
| 6M | -12.0% | -17.9% | +5.9% | -6.6% |
| YTD | -18.9% | -23.6% | +4.7% | -12.0% |
| 1Y | -23.6% | -23.1% | -0.5% | -17.4% |
| 3Y | -37.6% | -31.5% | -6.1% | -30.6% |
| 5Y | -25.2% | -33.1% | +7.9% | -16.7% |
| 10Y | -19.3% | +29.3% | -48.7% | -25.1% |
| All | +1,391.9% | +3,311.3% | -1,919.4% | +600.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling