-22.9%
GIS vs W
-62.3%
+39.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | -8.6% | +5.9% | -14.5% | -8.6% |
| 30D | -0.5% | -3.0% | +2.6% | -0.4% |
| 3M | +11.9% | +40.3% | -28.4% | +11.9% |
| 6M | -11.6% | +32.2% | -43.8% | -11.6% |
| YTD | -16.3% | -0.3% | -16.0% | -16.3% |
| 1Y | -21.8% | +16.2% | -37.9% | -21.8% |
| 3Y | -35.7% | +40.7% | -76.4% | -35.7% |
| 5Y | -22.9% | -62.3% | +39.5% | -27.1% |
| All | -22.9% | -62.3% | +39.4% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling