+349.8%
EWZ vs GIS
+343.7%
+6.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.7% |
| 7D | -1.5% | +3.6% | -5.0% | -2.9% |
| 30D | -24.5% | +13.9% | -38.4% | -28.5% |
| 3M | -10.7% | +0.3% | -11.0% | -11.6% |
| 6M | -19.1% | +5.0% | -24.1% | -22.1% |
| YTD | +1.6% | -18.4% | +20.0% | +7.8% |
| 1Y | +4.3% | -17.4% | +21.7% | +9.9% |
| 3Y | +19.0% | -36.9% | +55.9% | +37.8% |
| 5Y | +57.7% | -30.4% | +88.0% | +69.9% |
| 10Y | +51.3% | -13.6% | +64.9% | +38.2% |
| All | +349.8% | +343.7% | +6.2% | +121.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling