-35.4%
GIS vs WAB
+164.8%
-200.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.6% |
| 7D | -8.6% | +0.2% | -8.8% | -8.6% |
| 30D | -0.5% | -4.6% | +4.1% | -0.4% |
| 3M | +11.9% | +5.6% | +6.3% | +11.6% |
| 6M | -11.6% | +13.8% | -25.4% | -12.1% |
| YTD | -16.3% | +31.9% | -48.2% | -17.4% |
| 1Y | -21.8% | +48.3% | -70.0% | -23.4% |
| All | -35.4% | +164.8% | -200.2% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 3y: compounded portfolio wealth divided by compounded WAB 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…
3y analysis · Full analysis span regression · 6 months rolling