-18.0%
GIS vs MSCI
-6.7%
-11.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -7.8% | +0.4% | -8.2% | -7.9% |
| 30D | +6.6% | +0.6% | +6.0% | +6.5% |
| 3M | +21.0% | -7.1% | +28.1% | +21.4% |
| 6M | -9.1% | +0.8% | -9.9% | -9.1% |
| YTD | -13.6% | +1.0% | -14.6% | -13.8% |
| 1Y | -18.0% | +4.3% | -22.3% | -18.4% |
| 3Y | -33.7% | +9.9% | -43.6% | -34.4% |
| All | -18.0% | -6.7% | -11.3% | -19.1% |
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