-22.5%
GIS vs W
+0.7%
-23.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.4% |
| 7D | -3.4% | +0.2% | -3.5% | -3.4% |
| 30D | +6.9% | +6.8% | +0.1% | +6.7% |
| 3M | -10.1% | +10.7% | -20.8% | -10.4% |
| 6M | +5.9% | +86.3% | -80.5% | +7.2% |
| YTD | -21.1% | +11.5% | -32.6% | -22.1% |
| 1Y | -22.5% | +5.1% | -27.6% | -23.2% |
| All | -22.5% | +0.7% | -23.2% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling