-37.4%
GIS vs GWW
+88.4%
-125.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.5% | -3.0% |
| 7D | -8.4% | -3.1% | -5.3% | -8.1% |
| 30D | -5.2% | -2.3% | -2.9% | -5.0% |
| 3M | +8.2% | -3.3% | +11.5% | +8.4% |
| 6M | -12.0% | +15.4% | -27.4% | -13.8% |
| YTD | -18.9% | +26.7% | -45.6% | -21.3% |
| 1Y | -23.6% | +29.0% | -52.6% | -26.1% |
| All | -37.4% | +88.4% | -125.7% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling