+142.3%
IEMG vs GIS
+48.4%
+93.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -1.3% | -6.4% | +5.1% | -0.4% |
| 30D | +1.9% | -6.1% | +8.0% | +2.7% |
| 3M | +1.4% | +7.8% | -6.4% | -0.4% |
| 6M | +15.2% | -8.8% | +24.0% | +16.4% |
| YTD | +23.8% | -19.1% | +42.9% | +27.6% |
| 1Y | +30.7% | -24.8% | +55.4% | +36.2% |
| 3Y | +83.3% | -37.6% | +120.8% | +96.2% |
| 5Y | +48.8% | -25.4% | +74.2% | +49.2% |
| 10Y | +142.8% | -19.6% | +162.4% | +136.9% |
| All | +142.3% | +48.4% | +93.9% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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