-30.4%
GIS vs MSCI
+3.6%
-33.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.4% |
| 7D | +3.6% | +2.8% | +0.7% | +3.3% |
| 30D | +13.9% | +15.4% | -1.5% | +12.7% |
| 3M | +0.3% | +13.4% | -13.1% | -0.6% |
| 6M | +5.0% | +10.9% | -5.9% | +4.1% |
| YTD | -18.4% | +13.0% | -31.3% | -19.2% |
| 1Y | -17.4% | +12.0% | -29.5% | -18.3% |
| 3Y | -36.9% | +34.1% | -71.0% | -38.3% |
| All | -30.4% | +3.6% | -33.9% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling