+0.7%
MCHP vs GIS
-37.5%
+38.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.6% |
| 7D | 0.0% | -6.4% | +6.4% | -0.7% |
| 30D | -6.0% | -6.1% | +0.1% | -6.6% |
| 3M | -19.7% | +7.8% | -27.5% | -19.3% |
| 6M | +14.0% | -8.8% | +22.8% | +14.6% |
| YTD | +18.4% | -19.1% | +37.6% | +19.0% |
| 1Y | +17.1% | -24.8% | +41.9% | +17.9% |
| 3Y | +0.7% | -37.6% | +38.3% | +5.1% |
| All | +0.7% | -37.5% | +38.2% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling