-18.0%
GIS vs MSCI
+799.4%
-817.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | +0.4% | +1.5% | -1.1% | +0.2% |
| 30D | +10.1% | +14.4% | -4.3% | +8.3% |
| 3M | -3.7% | +15.2% | -18.8% | -5.3% |
| 6M | +4.3% | +11.2% | -7.0% | +2.8% |
| YTD | -19.8% | +13.9% | -33.7% | -21.3% |
| 1Y | -20.5% | +12.5% | -33.0% | -21.9% |
| 3Y | -38.3% | +32.3% | -70.6% | -41.1% |
| 5Y | -32.2% | +4.9% | -37.0% | -34.0% |
| 10Y | -18.0% | +779.7% | -797.7% | -43.3% |
| All | -18.0% | +799.4% | -817.4% | -43.3% |
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