+851.2%
EEM vs GIS
+245.5%
+605.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.1% |
| 7D | +2.0% | -8.6% | +10.6% | +5.3% |
| 30D | +5.1% | -0.5% | +5.5% | +4.9% |
| 3M | +4.6% | +11.9% | -7.3% | -1.1% |
| 6M | +17.8% | -11.6% | +29.4% | +21.7% |
| YTD | +25.8% | -16.3% | +42.1% | +32.1% |
| 1Y | +36.4% | -21.8% | +58.1% | +46.4% |
| 3Y | +90.0% | -35.7% | +125.6% | +115.8% |
| 5Y | +46.6% | -22.9% | +69.4% | +46.5% |
| 10Y | +132.3% | -16.8% | +149.1% | +108.0% |
| All | +851.2% | +245.5% | +605.7% | +227.4% |
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