+719.8%
MU vs GIS
-18.7%
+738.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.5% | +8.6% | +3.5% |
| 7D | +9.0% | -7.8% | +16.8% | +0.2% |
| 30D | +13.8% | +6.6% | +7.2% | +22.9% |
| 3M | +2.1% | +21.0% | -18.9% | +29.3% |
| 6M | +153.8% | -9.1% | +162.9% | +161.1% |
| YTD | +256.4% | -13.6% | +270.0% | +261.0% |
| 1Y | +719.8% | -18.0% | +737.8% | +709.6% |
| All | +719.8% | -18.7% | +738.4% | +709.6% |
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