+7,787.5%
MDT vs GIS
+1,457.4%
+6,330.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | -0.3% | -8.6% | +8.3% | +2.9% |
| 30D | +2.8% | -0.5% | +3.2% | +2.8% |
| 3M | +13.1% | +11.9% | +1.2% | +8.3% |
| 6M | +2.3% | -11.6% | +13.9% | +6.4% |
| YTD | -2.7% | -16.3% | +13.6% | +2.8% |
| 1Y | +0.9% | -21.8% | +22.6% | +9.0% |
| 3Y | +26.8% | -35.7% | +62.5% | +45.5% |
| 5Y | -19.5% | -22.9% | +3.4% | -14.9% |
| 10Y | +40.6% | -16.8% | +57.4% | +38.0% |
| All | +7,787.5% | +1,457.4% | +6,330.1% | +2,082.5% |
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 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