-35.4%
GIS vs MTB
+112.6%
-148.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -8.6% | +1.1% | -9.7% | -8.7% |
| 30D | -0.5% | -4.6% | +4.2% | 0.0% |
| 3M | +11.9% | +6.3% | +5.6% | +11.5% |
| 6M | -11.6% | +15.6% | -27.2% | -12.4% |
| YTD | -16.3% | +20.6% | -36.9% | -17.4% |
| 1Y | -21.8% | +22.5% | -44.3% | -22.9% |
| All | -35.4% | +112.6% | -148.0% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 3y: compounded portfolio wealth divided by compounded MTB 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…
3y analysis · Full analysis span regression · 6 months rolling