-9.0%
MDB vs GIS
-21.5%
+12.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +3.0% | +1.7% |
| 7D | +3.0% | -4.6% | +7.5% | +2.6% |
| 30D | -11.3% | +6.6% | -17.9% | -11.6% |
| 3M | -23.0% | -8.1% | -14.9% | -21.8% |
| 6M | +14.8% | +4.9% | +9.8% | +17.3% |
| YTD | -19.4% | -21.4% | +1.9% | -25.3% |
| 1Y | -9.0% | -21.6% | +12.6% | -14.1% |
| All | -9.0% | -21.5% | +12.6% | -14.1% |
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 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