+6,609.6%
MCD vs GIS
+1,380.5%
+5,229.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +7.3% | +1.5% | +5.7% | +6.8% |
| 30D | +20.0% | +9.2% | +10.8% | +16.5% |
| 3M | +3.8% | -5.4% | +9.2% | +5.3% |
| 6M | +3.8% | +3.4% | +0.3% | +1.8% |
| YTD | -5.9% | -20.5% | +14.6% | +0.1% |
| 1Y | -3.2% | -20.0% | +16.7% | +2.7% |
| 3Y | +13.3% | -38.6% | +51.9% | +29.8% |
| 5Y | +25.2% | -33.1% | +58.3% | +38.4% |
| 10Y | +213.3% | -16.4% | +229.8% | +211.0% |
| All | +6,609.6% | +1,380.5% | +5,229.1% | +1,954.0% |
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 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