+27.6%
MCK vs GIS
-17.8%
+45.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.2% | +1.8% | +6.1% |
| 7D | +11.3% | +8.5% | +2.9% | +10.0% |
| 30D | +16.8% | +15.3% | +1.5% | +14.6% |
| 3M | +28.9% | +0.9% | +28.0% | +28.0% |
| 6M | +32.7% | +7.9% | +24.7% | +31.3% |
| YTD | +30.8% | -17.6% | +48.3% | +26.4% |
| 1Y | +27.6% | -17.4% | +44.9% | +22.7% |
| All | +27.6% | -17.8% | +45.3% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling