+72,065.9%
MU vs GIS
+1,419.4%
+70,646.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.6% | +7.7% | +5.7% |
| 7D | -22.0% | +3.6% | -25.6% | -22.8% |
| 30D | -36.6% | +13.9% | -50.5% | -38.8% |
| 3M | -21.7% | +0.3% | -22.0% | -22.6% |
| 6M | +3.5% | +5.0% | -1.4% | -0.5% |
| YTD | +141.9% | -18.4% | +160.3% | +146.8% |
| 1Y | +189.8% | -17.4% | +207.3% | +193.7% |
| 3Y | +855.4% | -36.9% | +892.3% | +914.6% |
| 5Y | +869.2% | -30.4% | +899.5% | +866.8% |
| 10Y | +4,142.8% | -13.6% | +4,156.4% | +3,587.5% |
| All | +72,065.9% | +1,419.4% | +70,646.4% | +14,235.1% |
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 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