+1,017.5%
MDB vs GIS
-0.4%
+1,017.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.6% |
| 7D | -4.5% | -8.6% | +4.1% | -4.9% |
| 30D | -14.0% | -0.5% | -13.5% | -14.0% |
| 3M | +5.3% | +11.9% | -6.6% | +6.2% |
| 6M | +31.9% | -11.6% | +43.5% | +30.4% |
| YTD | -14.6% | -16.3% | +1.7% | -15.8% |
| 1Y | +8.2% | -21.8% | +30.0% | +6.3% |
| 3Y | -5.0% | -35.7% | +30.6% | -7.6% |
| 5Y | -24.5% | -22.9% | -1.7% | -28.8% |
| All | +1,017.5% | -0.4% | +1,017.9% | +866.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling