-5.6%
MDB vs GIS
-33.5%
+27.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.8% |
| 7D | -18.0% | -8.3% | -9.7% | -19.8% |
| 30D | -10.7% | +2.2% | -12.9% | -10.1% |
| 3M | +1.0% | +15.7% | -14.7% | +6.7% |
| 6M | +31.6% | -12.0% | +43.6% | +21.5% |
| YTD | -15.2% | -15.0% | -0.2% | -22.5% |
| 1Y | +10.1% | -20.1% | +30.2% | -2.1% |
| 3Y | -5.6% | -34.6% | +29.0% | -18.1% |
| All | -5.6% | -33.5% | +27.9% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling