+1,488.6%
GIS vs MTB
+8,294.1%
-6,805.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -7.8% | +1.7% | -9.6% | -8.1% |
| 30D | +6.6% | -4.2% | +10.8% | +7.1% |
| 3M | +21.0% | +8.9% | +12.1% | +19.6% |
| 6M | -9.1% | +10.9% | -19.9% | -10.3% |
| YTD | -13.6% | +21.5% | -35.1% | -15.9% |
| 1Y | -18.0% | +21.9% | -39.9% | -20.3% |
| 3Y | -33.7% | +109.2% | -142.9% | -40.7% |
| 5Y | -19.4% | +102.0% | -121.4% | -28.8% |
| 10Y | -21.3% | +171.9% | -193.2% | -36.4% |
| All | +1,488.6% | +8,294.1% | -6,805.5% | +493.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling