+303.5%
EWY vs GIS
-19.5%
+323.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.6% | +3.3% |
| 7D | -0.1% | -6.4% | +6.3% | +0.2% |
| 30D | +7.3% | -6.1% | +13.4% | +7.5% |
| 3M | -5.1% | +7.8% | -13.0% | -6.2% |
| 6M | +42.1% | -8.8% | +50.8% | +43.2% |
| YTD | +94.1% | -19.1% | +113.2% | +98.2% |
| 1Y | +147.8% | -24.8% | +172.6% | +155.2% |
| 3Y | +222.9% | -37.6% | +260.5% | +238.7% |
| 5Y | +150.6% | -25.4% | +176.0% | +149.9% |
| All | +303.5% | -19.5% | +323.0% | +352.0% |
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