+76.3%
MMM vs GIS
-16.9%
+93.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.6% |
| 7D | -0.4% | -3.4% | +3.0% | +0.4% |
| 30D | +12.1% | +6.9% | +5.3% | +10.3% |
| 3M | +1.4% | -10.1% | +11.5% | +3.7% |
| 6M | +26.6% | +5.9% | +20.7% | +24.0% |
| YTD | +16.8% | -21.1% | +37.9% | +22.8% |
| 1Y | +10.1% | -22.5% | +32.6% | +16.1% |
| 3Y | +158.4% | -39.0% | +197.4% | +186.8% |
| 5Y | +43.1% | -33.3% | +76.4% | +53.6% |
| All | +76.3% | -16.9% | +93.2% | +74.5% |
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 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