-22.8%
GIS vs EMB
+7.3%
-30.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -8.3% | +0.3% | -8.6% | -8.3% |
| 30D | +2.2% | -0.5% | +2.7% | +2.3% |
| 3M | +15.7% | +0.3% | +15.4% | +15.6% |
| 6M | -12.0% | +1.2% | -13.1% | -12.2% |
| YTD | -15.0% | +1.5% | -16.4% | -15.3% |
| 1Y | -20.1% | +4.8% | -24.9% | -21.0% |
| 3Y | -34.6% | +30.4% | -65.0% | -38.0% |
| 5Y | -22.8% | +7.3% | -30.1% | -25.9% |
| All | -22.8% | +7.3% | -30.2% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling