-40.2%
MDB vs GIS
-32.9%
-7.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.2% |
| 7D | -1.0% | +1.5% | -2.5% | -0.5% |
| 30D | -14.0% | +9.2% | -23.2% | -11.8% |
| 3M | -20.3% | -5.4% | -15.0% | -20.6% |
| 6M | +10.9% | +3.4% | +7.4% | +13.2% |
| YTD | -20.9% | -20.5% | -0.4% | -26.1% |
| 1Y | -11.2% | -20.0% | +8.8% | -16.7% |
| 3Y | -11.9% | -38.6% | +26.7% | -22.9% |
| 5Y | -40.2% | -33.1% | -7.1% | -44.9% |
| All | -40.2% | -32.9% | -7.2% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling