+20.4%
MCD vs GIS
-21.0%
+41.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | -2.0% | -8.3% | +6.2% | +0.5% |
| 30D | -6.1% | +2.2% | -8.3% | -6.8% |
| 3M | -7.3% | +15.7% | -23.0% | -11.9% |
| 6M | -20.9% | -12.0% | -9.0% | -18.1% |
| YTD | -14.7% | -15.0% | +0.3% | -10.9% |
| 1Y | -16.1% | -20.1% | +4.0% | -10.6% |
| 3Y | -1.5% | -34.6% | +33.1% | +11.4% |
| 5Y | +20.4% | -22.8% | +43.3% | +30.0% |
| All | +20.4% | -21.0% | +41.5% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling