-21.1%
GIS vs EMB
+30.3%
-51.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -6.4% | -1.2% | -5.2% | -6.0% |
| 30D | -6.1% | -1.3% | -4.8% | -5.7% |
| 3M | +7.8% | -1.8% | +9.6% | +8.5% |
| 6M | -8.8% | +0.2% | -9.0% | -8.8% |
| YTD | -19.1% | +0.4% | -19.5% | -19.2% |
| 1Y | -24.8% | +2.8% | -27.6% | -25.4% |
| 3Y | -37.6% | +29.1% | -66.7% | -42.3% |
| 5Y | -25.4% | +6.3% | -31.7% | -26.3% |
| All | -21.1% | +30.3% | -51.4% | -29.1% |
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