+6,288.2%
MS vs GIS
+691.2%
+5,597.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.7% | +1.5% |
| 7D | +1.4% | -7.8% | +9.2% | +5.3% |
| 30D | -0.3% | +6.6% | -6.8% | -3.7% |
| 3M | +0.3% | +21.0% | -20.7% | -10.1% |
| 6M | +31.3% | -9.1% | +40.4% | +35.0% |
| YTD | +24.7% | -13.6% | +38.3% | +30.4% |
| 1Y | +47.9% | -18.0% | +65.9% | +57.8% |
| 3Y | +178.3% | -33.7% | +212.0% | +220.8% |
| 5Y | +144.9% | -19.4% | +164.3% | +143.2% |
| 10Y | +804.5% | -21.3% | +825.8% | +749.3% |
| All | +6,288.2% | +691.2% | +5,597.0% | +1,850.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling