+393.0%
EFA vs GIS
+274.3%
+118.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | 0.0% |
| 7D | +1.2% | -8.3% | +9.5% | +4.0% |
| 30D | -0.7% | +2.2% | -2.9% | -1.6% |
| 3M | +6.4% | +15.7% | -9.3% | +0.5% |
| 6M | +11.4% | -12.0% | +23.3% | +15.1% |
| YTD | +14.0% | -15.0% | +29.0% | +18.7% |
| 1Y | +20.2% | -20.1% | +40.3% | +27.6% |
| 3Y | +68.2% | -34.6% | +102.8% | +88.2% |
| 5Y | +54.8% | -22.8% | +77.7% | +58.6% |
| 10Y | +142.4% | -18.5% | +160.9% | +132.4% |
| All | +393.0% | +274.3% | +118.7% | +128.2% |
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 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