+1,341.2%
MU vs GIS
-33.5%
+1,374.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -2.8% |
| 7D | +7.2% | -8.3% | +15.4% | +0.4% |
| 30D | +14.0% | +2.2% | +11.8% | +16.4% |
| 3M | +5.4% | +15.7% | -10.3% | +20.9% |
| 6M | +170.3% | -12.0% | +182.2% | +167.0% |
| YTD | +250.7% | -15.0% | +265.6% | +243.7% |
| 1Y | +662.1% | -20.1% | +682.2% | +629.4% |
| 3Y | +1,341.2% | -34.6% | +1,375.8% | +1,162.4% |
| All | +1,341.2% | -33.5% | +1,374.7% | +1,162.4% |
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