+15.0%
EEM vs GIS
-17.8%
+32.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | +2.1% |
| 7D | -3.0% | +8.5% | -11.5% | -1.0% |
| 30D | -10.3% | +15.3% | -25.7% | -7.0% |
| 3M | -6.6% | +0.9% | -7.6% | -5.9% |
| 6M | -3.4% | +7.9% | -11.3% | -0.4% |
| YTD | +13.2% | -17.6% | +30.8% | +12.9% |
| 1Y | +15.0% | -17.4% | +32.4% | +14.8% |
| All | +15.0% | -17.8% | +32.8% | +14.8% |
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