+5,979.9%
MCD vs GIS
+1,507.8%
+4,472.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.7% |
| 7D | -2.8% | -7.8% | +5.0% | -0.3% |
| 30D | -6.0% | +6.6% | -12.6% | -8.0% |
| 3M | -5.6% | +21.0% | -26.5% | -11.7% |
| 6M | -21.9% | -9.1% | -12.8% | -19.9% |
| YTD | -14.7% | -13.6% | -1.1% | -11.5% |
| 1Y | -17.3% | -18.0% | +0.8% | -12.7% |
| 3Y | -2.2% | -33.7% | +31.5% | +9.6% |
| 5Y | +20.3% | -19.4% | +39.7% | +25.4% |
| 10Y | +180.7% | -21.3% | +202.0% | +185.5% |
| All | +5,979.9% | +1,507.8% | +4,472.1% | +1,717.2% |
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