+553.7%
MS vs GIS
-18.2%
+571.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +0.8% | +1.5% | -0.7% | +0.5% |
| 30D | -0.7% | +9.2% | -9.9% | -2.1% |
| 3M | -12.4% | -5.4% | -7.0% | -11.9% |
| 6M | -1.7% | +3.4% | -5.2% | -3.0% |
| YTD | +8.0% | -20.5% | +28.5% | +11.4% |
| 1Y | +16.2% | -20.0% | +36.2% | +19.5% |
| 3Y | +171.3% | -38.6% | +209.9% | +191.1% |
| 5Y | +124.8% | -33.1% | +157.9% | +131.7% |
| 10Y | +553.7% | -16.4% | +570.1% | +517.4% |
| All | +553.7% | -18.2% | +571.9% | +517.4% |
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