-0.3%
MS vs GIS
+1.7%
-2.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.3% | -1.0% |
| 7D | +3.7% | -8.1% | +11.8% | +2.5% |
| 30D | +2.0% | +5.3% | -3.3% | +2.9% |
| 3M | -12.6% | -10.5% | -2.0% | -14.2% |
| 6M | -0.3% | +1.8% | -2.1% | +1.1% |
| All | -0.3% | +1.7% | -2.0% | +1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling