-0.8%
MSFT vs GIS
-18.7%
+17.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.4% | -2.1% |
| 7D | -2.7% | -7.8% | +5.2% | -2.8% |
| 30D | +2.7% | +6.6% | -3.9% | +3.0% |
| 3M | +17.0% | +21.0% | -4.0% | +17.7% |
| 6M | +23.8% | -9.1% | +32.9% | +20.9% |
| YTD | +4.0% | -13.6% | +17.6% | +1.5% |
| 1Y | -0.8% | -18.0% | +17.2% | -3.8% |
| All | -0.8% | -18.7% | +17.8% | -3.8% |
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