+148.7%
EWY vs GIS
-25.1%
+173.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.6% | +3.2% |
| 7D | -0.1% | -6.4% | +6.3% | -1.1% |
| 30D | +7.3% | -6.1% | +13.4% | +6.3% |
| 3M | -5.1% | +7.8% | -13.0% | -4.3% |
| 6M | +42.1% | -8.8% | +50.8% | +43.3% |
| YTD | +94.1% | -19.1% | +113.2% | +95.5% |
| 1Y | +147.8% | -24.8% | +172.6% | +149.8% |
| 3Y | +222.9% | -37.6% | +260.5% | +225.7% |
| All | +148.7% | -25.1% | +173.8% | +147.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling