+75,738.0%
MU vs GIS
+1,380.5%
+74,357.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -15.2% | +1.5% | -16.7% | -15.7% |
| 30D | -29.5% | +9.2% | -38.7% | -31.4% |
| 3M | -15.8% | -5.4% | -10.4% | -15.6% |
| 6M | -2.9% | +3.4% | -6.3% | -6.4% |
| YTD | +154.2% | -20.5% | +174.7% | +160.7% |
| 1Y | +186.6% | -20.0% | +206.6% | +192.5% |
| 3Y | +871.5% | -38.6% | +910.1% | +937.5% |
| 5Y | +911.7% | -33.1% | +944.8% | +920.0% |
| 10Y | +4,277.4% | -16.4% | +4,293.8% | +3,736.4% |
| All | +75,738.0% | +1,380.5% | +74,357.5% | +15,043.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling