-9.1%
GIS vs W
+29.5%
-38.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -2.6% |
| 7D | -7.8% | -4.2% | -3.7% | -7.6% |
| 30D | +6.6% | -7.6% | +14.1% | +6.9% |
| 3M | +21.0% | +37.2% | -16.2% | +20.2% |
| 6M | -9.1% | +26.3% | -35.4% | -9.9% |
| All | -9.1% | +29.5% | -38.6% | -9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling