+18.7%
EWZ vs GIS
-38.9%
+57.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +1.3% |
| 7D | +0.8% | -3.4% | +4.1% | +0.9% |
| 30D | -24.4% | +6.9% | -31.2% | -24.5% |
| 3M | -4.6% | -10.1% | +5.5% | -4.2% |
| 6M | -11.6% | +5.9% | -17.4% | -12.3% |
| YTD | +2.4% | -21.1% | +23.5% | +3.8% |
| 1Y | +2.1% | -22.5% | +24.6% | +3.7% |
| 3Y | +18.7% | -39.0% | +57.7% | +25.6% |
| All | +18.7% | -38.9% | +57.6% | +25.6% |
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