-21.1%
GIS vs EME
+1,362.1%
-1,383.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.3% |
| 7D | -6.4% | +3.5% | -9.9% | -6.3% |
| 30D | -6.1% | -6.3% | +0.2% | -6.1% |
| 3M | +7.8% | -3.8% | +11.6% | +8.0% |
| 6M | -8.8% | +8.5% | -17.3% | -8.9% |
| YTD | -19.1% | +27.8% | -46.9% | -19.5% |
| 1Y | -24.8% | +22.2% | -47.0% | -25.2% |
| 3Y | -37.6% | +253.5% | -291.0% | -42.7% |
| 5Y | -25.4% | +578.6% | -604.1% | -36.2% |
| All | -21.1% | +1,362.1% | -1,383.2% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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