+755.4%
GIS vs EME
+61,154.1%
-60,398.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.4% |
| 7D | -8.6% | +2.7% | -11.3% | -8.8% |
| 30D | -0.5% | -6.8% | +6.3% | 0.0% |
| 3M | +11.9% | -8.8% | +20.7% | +12.2% |
| 6M | -11.6% | +5.0% | -16.6% | -12.5% |
| YTD | -16.3% | +23.5% | -39.8% | -18.4% |
| 1Y | -21.8% | +21.3% | -43.1% | -23.9% |
| 3Y | -35.7% | +241.1% | -276.7% | -44.0% |
| 5Y | -22.9% | +549.2% | -572.0% | -37.4% |
| 10Y | -16.8% | +1,306.4% | -1,323.2% | -38.9% |
| All | +755.4% | +61,154.1% | -60,398.7% | +386.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling