+1,049.8%
MDB vs GIS
+2.8%
+1,047.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -4.2% |
| 7D | -17.4% | -7.8% | -9.6% | -17.7% |
| 30D | -2.0% | +6.6% | -8.6% | -1.7% |
| 3M | -3.0% | +21.0% | -24.0% | -1.7% |
| 6M | +48.7% | -9.1% | +57.7% | +47.1% |
| YTD | -12.1% | -13.6% | +1.5% | -13.3% |
| 1Y | +14.5% | -18.0% | +32.5% | +12.7% |
| 3Y | -6.1% | -33.7% | +27.5% | -8.6% |
| 5Y | -27.3% | -19.4% | -7.9% | -31.5% |
| All | +1,049.8% | +2.8% | +1,047.0% | +895.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling