+9.0%
MSFT vs GIS
-17.8%
+26.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.2% | +1.5% | +6.8% |
| 7D | +4.7% | +8.5% | -3.8% | +4.9% |
| 30D | +5.8% | +15.3% | -9.5% | +6.2% |
| 3M | +13.0% | +0.9% | +12.1% | +13.6% |
| 6M | +34.9% | +7.9% | +27.0% | +35.1% |
| YTD | +15.7% | -17.6% | +33.2% | +13.3% |
| 1Y | +9.0% | -17.4% | +26.3% | +6.9% |
| All | +9.0% | -17.8% | +26.7% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling