-19.2%
GIS vs MSCI
+799.8%
-819.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.8% |
| 7D | -8.1% | -0.7% | -7.4% | -8.0% |
| 30D | +5.3% | +16.2% | -10.9% | +3.4% |
| 3M | -10.5% | +16.1% | -26.7% | -12.1% |
| 6M | +1.8% | +12.9% | -11.1% | +0.2% |
| YTD | -22.9% | +14.8% | -37.8% | -24.5% |
| 1Y | -22.9% | +13.8% | -36.7% | -24.4% |
| 3Y | -40.5% | +31.2% | -71.8% | -43.1% |
| 5Y | -34.9% | +5.6% | -40.4% | -36.7% |
| All | -19.2% | +799.8% | -819.0% | -45.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling