+66.5%
EWZ vs GIS
-16.9%
+83.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.9% |
| 7D | +0.8% | -3.4% | +4.1% | +1.4% |
| 30D | -24.4% | +6.9% | -31.2% | -25.4% |
| 3M | -4.6% | -10.1% | +5.5% | -2.8% |
| 6M | -11.6% | +5.9% | -17.4% | -13.5% |
| YTD | +2.4% | -21.1% | +23.5% | +6.7% |
| 1Y | +2.1% | -22.5% | +24.6% | +6.7% |
| 3Y | +18.7% | -39.0% | +57.7% | +30.4% |
| 5Y | +54.2% | -33.3% | +87.5% | +62.8% |
| All | +66.5% | -16.9% | +83.4% | +60.3% |
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