+180.0%
MCD vs GIS
-18.7%
+198.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | -2.0% | -8.3% | +6.2% | +0.3% |
| 30D | -6.1% | +2.2% | -8.3% | -6.8% |
| 3M | -7.3% | +15.7% | -23.0% | -11.3% |
| 6M | -20.9% | -12.0% | -9.0% | -18.5% |
| YTD | -14.7% | -15.0% | +0.3% | -11.5% |
| 1Y | -16.1% | -20.1% | +4.0% | -11.5% |
| 3Y | -1.5% | -34.6% | +33.1% | +9.1% |
| 5Y | +20.4% | -22.8% | +43.3% | +27.7% |
| 10Y | +180.0% | -18.5% | +198.5% | +190.3% |
| All | +180.0% | -18.7% | +198.7% | +190.3% |
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