+542.0%
MS vs GIS
-16.9%
+558.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.5% |
| 7D | +5.1% | -3.4% | +8.4% | +5.6% |
| 30D | +5.7% | +6.9% | -1.2% | +4.5% |
| 3M | -12.2% | -10.1% | -2.0% | -11.0% |
| 6M | -0.5% | +5.9% | -6.4% | -2.2% |
| YTD | +9.8% | -21.1% | +30.9% | +13.3% |
| 1Y | +17.7% | -22.5% | +40.2% | +21.8% |
| 3Y | +176.8% | -39.0% | +215.8% | +197.2% |
| 5Y | +123.7% | -33.3% | +157.0% | +130.6% |
| All | +542.0% | -16.9% | +558.9% | +506.4% |
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