+42.2%
MA vs GIS
-33.3%
+75.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.8% |
| 7D | -2.7% | -7.8% | +5.1% | -1.6% |
| 30D | +1.5% | +6.6% | -5.0% | +0.6% |
| 3M | +20.4% | +21.0% | -0.5% | +17.3% |
| 6M | +11.1% | -9.1% | +20.2% | +11.9% |
| YTD | +2.0% | -13.6% | +15.6% | +3.2% |
| 1Y | -2.2% | -18.0% | +15.9% | -0.3% |
| All | +42.2% | -33.3% | +75.5% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling