+28.5%
MMM vs GIS
-22.4%
+50.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | -1.6% | -8.3% | +6.7% | +0.2% |
| 30D | -8.0% | +2.2% | -10.2% | -8.6% |
| 3M | +9.4% | +15.7% | -6.3% | +5.5% |
| 6M | +10.2% | -12.0% | +22.2% | +13.0% |
| YTD | +6.1% | -15.0% | +21.1% | +9.5% |
| 1Y | +10.8% | -20.1% | +30.9% | +15.8% |
| 3Y | +104.8% | -34.6% | +139.4% | +122.4% |
| All | +28.5% | -22.4% | +50.9% | +26.1% |
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