+132.8%
GIS vs MSCI
+3,197.7%
-3,064.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -4.6% | -1.9% | -2.7% | -4.4% |
| 30D | +6.6% | +16.5% | -9.9% | +4.6% |
| 3M | -8.1% | +18.2% | -26.3% | -10.0% |
| 6M | +4.9% | +14.0% | -9.0% | +3.1% |
| YTD | -21.4% | +16.6% | -37.9% | -23.2% |
| 1Y | -21.6% | +14.8% | -36.4% | -23.3% |
| 3Y | -39.3% | +33.3% | -72.5% | -42.2% |
| 5Y | -33.2% | +9.1% | -42.2% | -35.8% |
| 10Y | -17.3% | +820.4% | -837.7% | -42.1% |
| All | +132.8% | +3,197.7% | -3,064.8% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling