-25.7%
GIS vs MKSI
+84.1%
-109.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.2% |
| 7D | -6.4% | +2.7% | -9.1% | -6.2% |
| 30D | -6.1% | -12.8% | +6.7% | -6.8% |
| 3M | +7.8% | -22.5% | +30.4% | +6.7% |
| 6M | -8.8% | +19.4% | -28.2% | -8.0% |
| YTD | -19.1% | +67.7% | -86.8% | -17.3% |
| 1Y | -24.8% | +131.4% | -156.2% | -22.2% |
| 3Y | -37.6% | +197.3% | -234.9% | -35.4% |
| All | -25.7% | +84.1% | -109.8% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 5y: compounded portfolio wealth divided by compounded MKSI 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…
5y analysis · Full analysis span regression · 6 months rolling