-25.2%
GIS vs MTB
+101.1%
-126.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.5% | -3.1% |
| 7D | -8.4% | -0.4% | -8.0% | -8.4% |
| 30D | -5.2% | -4.6% | -0.6% | -4.8% |
| 3M | +8.2% | +7.4% | +0.7% | +7.6% |
| 6M | -12.0% | +18.7% | -30.7% | -13.2% |
| YTD | -18.9% | +21.1% | -39.9% | -20.1% |
| 1Y | -23.6% | +24.1% | -47.7% | -25.0% |
| 3Y | -37.6% | +115.3% | -153.0% | -41.9% |
| 5Y | -25.2% | +106.0% | -131.2% | -30.8% |
| All | -25.2% | +101.1% | -126.3% | -30.8% |
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