+193.4%
MCD vs GIS
-16.9%
+210.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.3% |
| 7D | -1.6% | -3.4% | +1.7% | -0.8% |
| 30D | +14.1% | +6.9% | +7.2% | +12.0% |
| 3M | +0.6% | -10.1% | +10.7% | +3.2% |
| 6M | 0.0% | +5.9% | -5.8% | -2.2% |
| YTD | -9.3% | -21.1% | +11.8% | -4.2% |
| 1Y | -9.3% | -22.5% | +13.2% | -3.8% |
| 3Y | +8.6% | -39.0% | +47.6% | +22.3% |
| 5Y | +21.9% | -33.3% | +55.2% | +33.9% |
| All | +193.4% | -16.9% | +210.3% | +196.7% |
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