+47.9%
MMM vs GIS
-32.9%
+80.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +7.0% | +1.5% | +5.4% | +6.6% |
| 30D | +18.4% | +9.2% | +9.2% | +16.1% |
| 3M | +4.5% | -5.4% | +9.9% | +5.4% |
| 6M | +33.4% | +3.4% | +30.0% | +31.6% |
| YTD | +20.0% | -20.5% | +40.4% | +25.3% |
| 1Y | +15.0% | -20.0% | +35.0% | +19.9% |
| 3Y | +165.0% | -38.6% | +203.6% | +190.8% |
| 5Y | +47.9% | -33.1% | +81.0% | +52.0% |
| All | +47.9% | -32.9% | +80.9% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling