+212.8%
EWY vs GIS
-37.3%
+250.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.0% | -1.1% | -5.0% |
| 7D | +1.2% | -8.4% | +9.6% | -1.2% |
| 30D | +9.3% | -5.2% | +14.5% | +7.8% |
| 3M | +2.4% | +8.2% | -5.7% | +4.5% |
| 6M | +40.3% | -12.0% | +52.3% | +41.6% |
| YTD | +88.0% | -18.9% | +106.9% | +88.9% |
| 1Y | +143.8% | -23.6% | +167.4% | +144.5% |
| All | +212.8% | -37.3% | +250.0% | +214.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling