+128.5%
EEM vs GIS
-19.5%
+148.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -1.3% | -6.4% | +5.1% | -0.8% |
| 30D | +2.1% | -6.1% | +8.2% | +2.5% |
| 3M | +1.0% | +7.8% | -6.8% | 0.0% |
| 6M | +15.9% | -8.8% | +24.7% | +16.8% |
| YTD | +24.6% | -19.1% | +43.8% | +27.0% |
| 1Y | +32.3% | -24.8% | +57.0% | +35.8% |
| 3Y | +85.9% | -37.6% | +123.5% | +94.2% |
| 5Y | +45.4% | -25.4% | +70.8% | +45.2% |
| All | +128.5% | -19.5% | +148.1% | +153.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling