+145.1%
MS vs GIS
-19.2%
+164.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.7% | +0.3% |
| 7D | +1.4% | -7.8% | +9.2% | +1.4% |
| 30D | -0.3% | +6.6% | -6.8% | -0.3% |
| 3M | +0.3% | +21.0% | -20.7% | -0.1% |
| 6M | +31.3% | -9.1% | +40.4% | +32.0% |
| YTD | +24.7% | -13.6% | +38.3% | +25.5% |
| 1Y | +47.9% | -18.0% | +65.9% | +49.3% |
| 3Y | +178.3% | -33.7% | +212.0% | +184.0% |
| All | +145.1% | -19.2% | +164.2% | +135.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling