-18.3%
MDT vs GIS
-25.0%
+6.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.8% | +0.6% |
| 7D | -1.6% | -8.4% | +6.8% | +0.8% |
| 30D | +1.0% | -5.2% | +6.2% | +2.4% |
| 3M | +15.2% | +8.2% | +7.0% | +12.5% |
| 6M | +3.7% | -12.0% | +15.7% | +7.0% |
| YTD | -3.0% | -18.9% | +15.9% | +2.2% |
| 1Y | +2.5% | -23.6% | +26.1% | +9.6% |
| 3Y | +26.5% | -37.6% | +64.1% | +41.5% |
| 5Y | -18.3% | -25.2% | +6.9% | -14.5% |
| All | -18.3% | -25.0% | +6.7% | -14.5% |
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