+72.3%
MSFT vs GIS
-23.6%
+95.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.5% |
| 7D | -1.0% | -8.6% | +7.6% | -1.0% |
| 30D | -2.7% | -0.5% | -2.2% | -2.6% |
| 3M | +22.1% | +11.9% | +10.2% | +22.0% |
| 6M | +20.6% | -11.6% | +32.2% | +20.2% |
| YTD | +2.3% | -16.3% | +18.6% | +2.0% |
| 1Y | -0.5% | -21.8% | +21.2% | -0.8% |
| 3Y | +50.5% | -35.7% | +86.2% | +49.9% |
| 5Y | +72.3% | -22.9% | +95.2% | +64.9% |
| All | +72.3% | -23.6% | +95.9% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling