+14,639.2%
MO vs GIS
+1,457.4%
+13,181.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.2% |
| 7D | -2.4% | -8.6% | +6.2% | +1.0% |
| 30D | +3.6% | -0.5% | +4.0% | +3.6% |
| 3M | -3.7% | +11.9% | -15.6% | -8.1% |
| 6M | +4.5% | -11.6% | +16.1% | +8.9% |
| YTD | +21.5% | -16.3% | +37.8% | +29.0% |
| 1Y | +9.5% | -21.8% | +31.3% | +19.1% |
| 3Y | +93.6% | -35.7% | +129.2% | +124.2% |
| 5Y | +97.5% | -22.9% | +120.4% | +110.6% |
| 10Y | +111.2% | -16.8% | +128.0% | +112.4% |
| All | +14,639.2% | +1,457.4% | +13,181.8% | +3,892.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling