+62.4%
EWY vs GIS
-17.8%
+80.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.2% | -7.1% | +1.2% |
| 7D | -8.3% | +8.5% | -16.8% | -3.6% |
| 30D | -20.5% | +15.3% | -35.9% | -13.0% |
| 3M | -11.1% | +0.9% | -12.1% | -9.0% |
| 6M | -7.0% | +7.9% | -15.0% | +0.6% |
| YTD | +56.5% | -17.6% | +74.1% | +63.1% |
| 1Y | +62.4% | -17.4% | +79.8% | +70.1% |
| All | +62.4% | -17.8% | +80.2% | +70.1% |
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