+135.5%
GIS vs MSCI
+3,174.4%
-3,038.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.0% |
| 7D | +1.5% | +2.7% | -1.1% | +1.2% |
| 30D | +9.2% | +16.2% | -7.0% | +7.1% |
| 3M | -5.4% | +17.1% | -22.4% | -7.3% |
| 6M | +3.4% | +13.0% | -9.6% | +1.7% |
| YTD | -20.5% | +15.8% | -36.2% | -22.2% |
| 1Y | -20.0% | +15.5% | -35.5% | -21.7% |
| 3Y | -38.6% | +32.3% | -70.9% | -41.5% |
| 5Y | -33.1% | +8.2% | -41.3% | -35.6% |
| 10Y | -16.4% | +800.7% | -817.1% | -41.3% |
| All | +135.5% | +3,174.4% | -3,038.9% | +34.9% |
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 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