+67.5%
MA vs GIS
-21.0%
+88.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.2% |
| 7D | -1.8% | -8.3% | +6.5% | -0.3% |
| 30D | +1.4% | +2.2% | -0.8% | +1.0% |
| 3M | +17.7% | +15.7% | +2.0% | +14.8% |
| 6M | +9.7% | -12.0% | +21.6% | +11.5% |
| YTD | +0.5% | -15.0% | +15.5% | +2.6% |
| 1Y | -2.1% | -20.1% | +18.1% | +1.0% |
| 3Y | +40.1% | -34.6% | +74.7% | +48.6% |
| 5Y | +67.5% | -22.8% | +90.4% | +62.9% |
| All | +67.5% | -21.0% | +88.5% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling