-20.8%
GIS vs W
+155.6%
-176.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.4% | -3.0% |
| 7D | -8.4% | +0.5% | -8.9% | -8.4% |
| 30D | -5.2% | -5.6% | +0.4% | -5.1% |
| 3M | +8.2% | +41.9% | -33.7% | +7.5% |
| 6M | -12.0% | +30.2% | -42.2% | -12.5% |
| YTD | -18.9% | -2.9% | -15.9% | -19.0% |
| 1Y | -23.6% | +11.6% | -35.2% | -24.0% |
| 3Y | -37.6% | +37.0% | -74.6% | -38.5% |
| 5Y | -25.2% | -62.8% | +37.6% | -25.2% |
| All | -20.8% | +155.6% | -176.5% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling