+78.1%
MMM vs GIS
-18.8%
+96.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.9% |
| 7D | -0.8% | -8.1% | +7.2% | +1.2% |
| 30D | +14.4% | +5.3% | +9.1% | +12.9% |
| 3M | +1.8% | -10.5% | +12.3% | +4.2% |
| 6M | +31.3% | +1.8% | +29.5% | +29.8% |
| YTD | +18.0% | -22.9% | +40.9% | +24.7% |
| 1Y | +10.9% | -22.9% | +33.8% | +17.1% |
| 3Y | +160.6% | -40.5% | +201.1% | +191.1% |
| 5Y | +44.5% | -34.9% | +79.4% | +56.0% |
| All | +78.1% | -18.8% | +96.9% | +77.2% |
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 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