-37.4%
GIS vs EME
+237.6%
-275.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.3% | -3.2% |
| 7D | -8.4% | +0.9% | -9.4% | -8.3% |
| 30D | -5.2% | -8.4% | +3.2% | -6.4% |
| 3M | +8.2% | -3.6% | +11.8% | +8.3% |
| 6M | -12.0% | +3.6% | -15.6% | -10.8% |
| YTD | -18.9% | +22.5% | -41.4% | -15.7% |
| 1Y | -23.6% | +18.2% | -41.8% | -20.6% |
| All | -37.4% | +237.6% | -275.0% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling