-17.3%
GIS vs EMB
+36.5%
-53.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -3.4% | -0.9% | -2.4% | -3.1% |
| 30D | +6.9% | +0.4% | +6.5% | +6.8% |
| 3M | -10.1% | -3.1% | -7.0% | -9.2% |
| 6M | +5.9% | -2.1% | +7.9% | +6.5% |
| YTD | -21.1% | -1.1% | -20.0% | -20.8% |
| 1Y | -22.5% | -0.1% | -22.4% | -22.5% |
| 3Y | -39.0% | +29.6% | -68.6% | -43.4% |
| 5Y | -33.3% | +7.2% | -40.5% | -34.3% |
| All | -17.3% | +36.5% | -53.7% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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