+41,921.5%
MCHP vs GIS
+611.5%
+41,310.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | +2.8% | -8.3% | +11.0% | +4.7% |
| 30D | -12.8% | +2.2% | -15.0% | -13.4% |
| 3M | -19.2% | +15.7% | -34.9% | -22.5% |
| 6M | +14.5% | -12.0% | +26.5% | +17.0% |
| YTD | +17.1% | -15.0% | +32.1% | +20.3% |
| 1Y | +15.3% | -20.1% | +35.4% | +19.9% |
| 3Y | +0.5% | -34.6% | +35.1% | +8.4% |
| 5Y | +6.1% | -22.8% | +28.9% | +7.3% |
| 10Y | +192.2% | -18.5% | +210.7% | +182.1% |
| All | +41,921.5% | +611.5% | +41,310.0% | +22,140.3% |
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