+15,808.0%
MA vs GIS
+171.8%
+15,636.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | -1.8% | -4.6% | +2.8% | -0.1% |
| 30D | +11.0% | +6.6% | +4.4% | +8.3% |
| 3M | +17.9% | -8.1% | +26.0% | +21.0% |
| 6M | +33.2% | +4.9% | +28.2% | +29.5% |
| YTD | +16.5% | -21.4% | +37.8% | +25.3% |
| 1Y | +19.1% | -21.6% | +40.7% | +28.1% |
| 3Y | +70.6% | -39.3% | +109.9% | +99.0% |
| 5Y | +92.1% | -33.2% | +125.3% | +109.9% |
| 10Y | +569.6% | -17.3% | +586.9% | +525.7% |
| All | +15,808.0% | +171.8% | +15,636.2% | +6,670.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling