-18.0%
GIS vs GWW
+31.2%
-49.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.6% |
| 7D | -7.8% | +1.4% | -9.2% | -8.0% |
| 30D | +6.6% | +3.3% | +3.3% | +6.2% |
| 3M | +21.0% | +2.9% | +18.0% | +20.1% |
| 6M | -9.1% | +15.8% | -24.9% | -11.9% |
| YTD | -13.6% | +32.0% | -45.6% | -17.4% |
| 1Y | -18.0% | +29.9% | -47.9% | -23.2% |
| All | -18.0% | +31.2% | -49.2% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling