+513.2%
MA vs GIS
-19.2%
+532.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | -3.5% | -8.6% | +5.1% | -1.9% |
| 30D | +0.8% | -0.5% | +1.2% | +0.8% |
| 3M | +14.8% | +11.9% | +2.9% | +12.1% |
| 6M | +10.0% | -11.6% | +21.6% | +12.2% |
| YTD | -0.1% | -16.3% | +16.2% | +2.7% |
| 1Y | -2.2% | -21.8% | +19.5% | +1.7% |
| 3Y | +39.3% | -35.7% | +74.9% | +49.4% |
| 5Y | +66.3% | -22.9% | +89.2% | +70.5% |
| 10Y | +513.2% | -16.8% | +530.0% | +533.9% |
| All | +513.2% | -19.2% | +532.4% | +533.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 10y: compounded portfolio wealth divided by compounded GIS 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…
10y analysis · Full analysis span regression · 6 months rolling