+3,763.3%
MRK vs GIS
+1,482.6%
+2,280.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | -0.6% |
| 7D | -0.9% | -8.3% | +7.3% | +2.7% |
| 30D | +15.5% | +2.2% | +13.3% | +14.3% |
| 3M | +25.1% | +15.7% | +9.4% | +16.8% |
| 6M | +30.1% | -12.0% | +42.1% | +36.1% |
| YTD | +43.1% | -15.0% | +58.1% | +51.3% |
| 1Y | +82.5% | -20.1% | +102.6% | +97.8% |
| 3Y | +49.3% | -34.6% | +83.9% | +74.5% |
| 5Y | +130.3% | -22.8% | +153.1% | +147.1% |
| 10Y | +234.3% | -18.5% | +252.8% | +235.6% |
| All | +3,763.3% | +1,482.6% | +2,280.7% | +767.0% |
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 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