-25.2%
GIS vs GWW
+219.8%
-244.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.5% | -3.0% |
| 7D | -8.4% | -3.1% | -5.3% | -8.0% |
| 30D | -5.2% | -2.3% | -2.9% | -4.9% |
| 3M | +8.2% | -3.3% | +11.5% | +8.5% |
| 6M | -12.0% | +15.4% | -27.4% | -14.0% |
| YTD | -18.9% | +26.7% | -45.6% | -21.7% |
| 1Y | -23.6% | +29.0% | -52.6% | -26.5% |
| 3Y | -37.6% | +89.0% | -126.6% | -43.4% |
| 5Y | -25.2% | +221.8% | -247.0% | -39.7% |
| All | -25.2% | +219.8% | -244.9% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling