+878.4%
MSFT vs GIS
-19.5%
+897.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.7% |
| 7D | -0.8% | -6.4% | +5.6% | +0.3% |
| 30D | +0.8% | -6.1% | +6.9% | +1.9% |
| 3M | +27.2% | +7.8% | +19.4% | +25.0% |
| 6M | +22.9% | -8.8% | +31.7% | +24.5% |
| YTD | +3.1% | -19.1% | +22.3% | +6.5% |
| 1Y | -0.3% | -24.8% | +24.5% | +4.3% |
| 3Y | +50.1% | -37.6% | +87.7% | +60.9% |
| 5Y | +74.6% | -25.4% | +100.1% | +73.6% |
| All | +878.4% | -19.5% | +897.9% | +885.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling