-16.8%
MCD vs GIS
-21.4%
+4.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | -2.9% | -8.6% | +5.7% | -1.0% |
| 30D | -6.7% | -0.5% | -6.3% | -6.6% |
| 3M | -9.6% | +11.9% | -21.5% | -12.1% |
| 6M | -22.3% | -11.6% | -10.7% | -20.3% |
| YTD | -15.4% | -16.3% | +0.9% | -12.3% |
| 1Y | -16.8% | -21.8% | +4.9% | -12.2% |
| All | -16.8% | -21.4% | +4.6% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling