+578.8%
MS vs GIS
-17.6%
+596.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.4% |
| 7D | +0.7% | +0.4% | +0.4% | +0.6% |
| 30D | -0.9% | +10.1% | -11.0% | -2.4% |
| 3M | -13.0% | -3.7% | -9.3% | -12.8% |
| 6M | -2.0% | +4.3% | -6.2% | -3.3% |
| YTD | +7.8% | -19.8% | +27.6% | +10.9% |
| 1Y | +17.9% | -20.5% | +38.3% | +21.4% |
| 3Y | +174.8% | -38.3% | +213.1% | +194.5% |
| 5Y | +119.9% | -32.2% | +152.0% | +126.0% |
| 10Y | +578.8% | -18.0% | +596.8% | +530.5% |
| All | +578.8% | -17.6% | +596.4% | +530.5% |
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