+228.8%
MU vs GIS
-21.2%
+250.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | +0.1% |
| 7D | +12.8% | -3.4% | +16.1% | +9.0% |
| 30D | -14.9% | +6.9% | -21.7% | -6.9% |
| 3M | -18.0% | -10.1% | -7.9% | -24.7% |
| 6M | -3.1% | +5.9% | -9.0% | +12.1% |
| YTD | +172.9% | -21.1% | +194.0% | +154.8% |
| 1Y | +228.8% | -22.5% | +251.3% | +199.5% |
| All | +228.8% | -21.2% | +250.0% | +199.5% |
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