+43.6%
EEM vs GIS
-25.0%
+68.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.9% | -2.3% |
| 7D | -0.7% | -8.4% | +7.7% | -1.2% |
| 30D | +2.4% | -5.2% | +7.6% | +2.1% |
| 3M | +4.2% | +8.2% | -4.0% | +4.5% |
| 6M | +14.8% | -12.0% | +26.8% | +15.0% |
| YTD | +23.1% | -18.9% | +42.0% | +23.3% |
| 1Y | +32.5% | -23.6% | +56.2% | +32.9% |
| 3Y | +85.9% | -37.6% | +123.5% | +86.4% |
| 5Y | +43.6% | -25.2% | +68.8% | +46.2% |
| All | +43.6% | -25.0% | +68.6% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling