+54.7%
MMM vs GIS
-19.2%
+73.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.5% |
| 7D | -2.6% | -8.6% | +6.0% | -0.5% |
| 30D | -9.3% | -0.5% | -8.8% | -9.3% |
| 3M | +5.6% | +11.9% | -6.3% | +2.3% |
| 6M | +9.5% | -11.6% | +21.1% | +12.3% |
| YTD | +4.1% | -16.3% | +20.5% | +8.1% |
| 1Y | +9.4% | -21.8% | +31.1% | +15.3% |
| 3Y | +101.0% | -35.7% | +136.6% | +120.6% |
| 5Y | +26.1% | -22.9% | +49.0% | +30.6% |
| 10Y | +54.7% | -16.8% | +71.6% | +58.3% |
| All | +54.7% | -19.2% | +73.9% | +58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling