-21.8%
GIS vs MSCI
-1.7%
-20.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | -8.6% | -1.1% | -7.5% | -8.5% |
| 30D | -0.5% | -1.2% | +0.7% | -0.3% |
| 3M | +11.9% | -8.4% | +20.3% | +12.7% |
| 6M | -11.6% | -1.0% | -10.6% | -11.2% |
| YTD | -16.3% | -2.3% | -14.1% | -16.5% |
| 1Y | -21.8% | -1.2% | -20.6% | -21.9% |
| All | -21.8% | -1.7% | -20.1% | -21.9% |
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