-23.6%
GIS vs W
+13.1%
-36.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +8.9% |
| 6M | -12.0% | +30.2% | -42.2% | -11.5% |
| YTD | -18.9% | -2.9% | -15.9% | -19.1% |
| 1Y | -23.6% | +11.6% | -35.2% | -22.9% |
| All | -23.6% | +13.1% | -36.7% | -22.9% |
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 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