+6,923.6%
MCK vs GIS
+743.0%
+6,180.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -2.9% | -6.4% | +3.5% | -0.7% |
| 30D | +0.4% | -6.1% | +6.5% | +2.4% |
| 3M | +12.1% | +7.8% | +4.3% | +8.6% |
| 6M | -5.4% | -8.8% | +3.3% | -3.1% |
| YTD | +7.8% | -19.1% | +26.9% | +14.5% |
| 1Y | +22.9% | -24.8% | +47.7% | +33.8% |
| 3Y | +110.7% | -37.6% | +148.3% | +140.9% |
| 5Y | +346.2% | -25.4% | +371.6% | +372.3% |
| 10Y | +440.1% | -19.6% | +459.7% | +441.1% |
| All | +6,923.6% | +743.0% | +6,180.6% | +3,471.4% |
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