+8.0%
MMM vs GIS
-23.7%
+31.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.5% |
| 7D | -3.2% | -8.4% | +5.2% | -2.1% |
| 30D | -10.7% | -5.2% | -5.5% | -10.1% |
| 3M | +4.3% | +8.2% | -3.9% | +2.9% |
| 6M | +5.9% | -12.0% | +17.9% | +7.5% |
| YTD | +3.2% | -18.9% | +22.0% | +6.0% |
| 1Y | +8.0% | -23.6% | +31.6% | +11.2% |
| All | +8.0% | -23.7% | +31.7% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling