+2,498.9%
MAR vs GIS
+397.5%
+2,101.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.9% |
| 7D | -4.2% | -7.8% | +3.7% | -1.8% |
| 30D | -6.7% | +6.6% | -13.2% | -8.6% |
| 3M | -12.5% | +21.0% | -33.5% | -17.8% |
| 6M | +0.6% | -9.1% | +9.6% | +2.7% |
| YTD | +9.1% | -13.6% | +22.7% | +12.8% |
| 1Y | +26.2% | -18.0% | +44.2% | +32.4% |
| 3Y | +68.2% | -33.7% | +101.8% | +85.3% |
| 5Y | +163.9% | -19.4% | +183.4% | +165.5% |
| 10Y | +420.6% | -21.3% | +441.8% | +401.8% |
| All | +2,498.9% | +397.5% | +2,101.5% | +1,003.2% |
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