-25.7%
GIS vs MRSH
+18.2%
-43.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -6.4% | -4.8% | -1.6% | -4.8% |
| 30D | -6.1% | -6.3% | +0.2% | -4.0% |
| 3M | +7.8% | +5.8% | +2.0% | +6.1% |
| 6M | -8.8% | +2.8% | -11.6% | -9.8% |
| YTD | -19.1% | -3.1% | -16.0% | -18.7% |
| 1Y | -24.8% | -11.3% | -13.5% | -22.4% |
| 3Y | -37.6% | -5.0% | -32.6% | -36.8% |
| All | -25.7% | +18.2% | -43.9% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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