+846.9%
MU vs GIS
-37.1%
+884.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.6% | +7.7% | +3.0% |
| 7D | -22.0% | +3.6% | -25.6% | -19.1% |
| 30D | -36.6% | +13.9% | -50.5% | -28.4% |
| 3M | -21.7% | +0.3% | -22.0% | -19.2% |
| 6M | +3.5% | +5.0% | -1.4% | +15.1% |
| YTD | +141.9% | -18.4% | +160.3% | +134.6% |
| 1Y | +189.8% | -17.4% | +207.3% | +183.9% |
| All | +846.9% | -37.1% | +884.1% | +711.1% |
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