+1,463.7%
GIS vs GWW
+14,103.4%
-12,639.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.1% |
| 7D | -8.3% | -1.5% | -6.7% | -8.1% |
| 30D | +2.2% | +1.1% | +1.1% | +2.0% |
| 3M | +15.7% | -1.0% | +16.7% | +15.7% |
| 6M | -12.0% | +16.3% | -28.3% | -14.3% |
| YTD | -15.0% | +28.5% | -43.5% | -18.7% |
| 1Y | -20.1% | +30.3% | -50.4% | -23.8% |
| 3Y | -34.6% | +91.6% | -126.2% | -42.0% |
| 5Y | -22.8% | +224.0% | -246.8% | -38.0% |
| 10Y | -18.5% | +551.3% | -569.8% | -44.0% |
| All | +1,463.7% | +14,103.4% | -12,639.7% | +378.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling