+794.2%
MS vs GIS
-18.7%
+812.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | +2.5% | -8.3% | +10.7% | +3.7% |
| 30D | 0.0% | +2.2% | -2.2% | -0.5% |
| 3M | +2.4% | +15.7% | -13.3% | -0.4% |
| 6M | +36.4% | -12.0% | +48.4% | +38.9% |
| YTD | +23.8% | -15.0% | +38.8% | +26.6% |
| 1Y | +48.6% | -20.1% | +68.7% | +53.5% |
| 3Y | +179.1% | -34.6% | +213.8% | +197.2% |
| 5Y | +144.8% | -22.8% | +167.7% | +145.0% |
| 10Y | +794.2% | -18.5% | +812.7% | +782.5% |
| All | +794.2% | -18.7% | +812.8% | +782.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling