-17.4%
GIS vs MSCI
+17.3%
-34.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.4% | -0.2% | +4.0% |
| 7D | +8.5% | +11.5% | -3.0% | +6.0% |
| 30D | +15.3% | +22.1% | -6.8% | +11.0% |
| 3M | +0.9% | +18.4% | -17.5% | -2.4% |
| 6M | +7.9% | +16.6% | -8.7% | +4.6% |
| YTD | -17.6% | +18.8% | -36.4% | -21.5% |
| 1Y | -17.4% | +19.0% | -36.3% | -21.6% |
| All | -17.4% | +17.3% | -34.6% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 1y: compounded portfolio wealth divided by compounded MSCI 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…
1y analysis · Full analysis span regression · 6 months rolling