+954.3%
MDB vs GIS
-6.4%
+960.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +3.0% | +1.8% |
| 7D | +3.0% | -4.6% | +7.5% | +2.6% |
| 30D | -11.3% | +6.6% | -17.9% | -10.9% |
| 3M | -23.0% | -8.1% | -14.9% | -23.1% |
| 6M | +14.8% | +4.9% | +9.8% | +15.6% |
| YTD | -19.4% | -21.4% | +1.9% | -20.6% |
| 1Y | -9.0% | -21.6% | +12.6% | -10.3% |
| 3Y | -10.3% | -39.3% | +29.0% | -12.8% |
| 5Y | -38.4% | -33.2% | -5.2% | -41.2% |
| All | +954.3% | -6.4% | +960.7% | +811.0% |
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