+51.2%
MSFT vs GIS
-33.5%
+84.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.2% |
| 7D | -1.4% | -8.3% | +6.9% | -1.9% |
| 30D | -1.0% | +2.2% | -3.2% | -0.8% |
| 3M | +20.2% | +15.7% | +4.5% | +21.6% |
| 6M | +21.3% | -12.0% | +33.2% | +19.2% |
| YTD | +2.8% | -15.0% | +17.8% | +0.8% |
| 1Y | 0.0% | -20.1% | +20.1% | -2.6% |
| 3Y | +51.2% | -34.6% | +85.8% | +44.7% |
| All | +51.2% | -33.5% | +84.8% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling