+84.1%
EWZ vs GIS
-18.7%
+102.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.5% | +2.3% |
| 7D | +5.6% | -8.3% | +13.9% | +7.5% |
| 30D | +9.3% | +2.2% | +7.1% | +8.5% |
| 3M | +15.7% | +15.7% | 0.0% | +11.1% |
| 6M | +7.4% | -12.0% | +19.4% | +10.1% |
| YTD | +22.7% | -15.0% | +37.7% | +26.4% |
| 1Y | +36.4% | -20.1% | +56.5% | +42.4% |
| 3Y | +50.4% | -34.6% | +85.0% | +64.0% |
| 5Y | +67.6% | -22.8% | +90.5% | +70.8% |
| 10Y | +84.1% | -18.5% | +102.6% | +107.1% |
| All | +84.1% | -18.7% | +102.7% | +107.1% |
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 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