+95.0%
MO vs GIS
-37.5%
+132.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.1% | -6.4% | +6.5% | +2.2% |
| 30D | +7.1% | -6.1% | +13.2% | +9.2% |
| 3M | -2.0% | +7.8% | -9.8% | -4.3% |
| 6M | +7.3% | -8.8% | +16.1% | +10.1% |
| YTD | +23.5% | -19.1% | +42.6% | +31.1% |
| 1Y | +11.0% | -24.8% | +35.8% | +20.4% |
| 3Y | +95.0% | -37.6% | +132.6% | +124.5% |
| All | +95.0% | -37.5% | +132.5% | +124.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling