-33.8%
GIS vs MTB
+61.4%
-95.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | -3.4% | +1.5% | -4.9% | -3.5% |
| 30D | +6.9% | +2.3% | +4.5% | +6.7% |
| 3M | -10.1% | -12.1% | +2.0% | -9.2% |
| 6M | +5.9% | +9.8% | -4.0% | +5.2% |
| YTD | -21.1% | +12.0% | -33.1% | -21.8% |
| 1Y | -22.5% | +22.0% | -44.5% | -23.6% |
| 3Y | -39.0% | +107.6% | -146.6% | -42.7% |
| All | -33.8% | +61.4% | -95.2% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling