-22.9%
GIS vs WAB
+224.0%
-246.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.5% |
| 7D | -8.6% | +0.2% | -8.8% | -8.6% |
| 30D | -0.5% | -4.6% | +4.1% | -0.2% |
| 3M | +11.9% | +5.6% | +6.3% | +11.3% |
| 6M | -11.6% | +13.8% | -25.4% | -12.6% |
| YTD | -16.3% | +31.9% | -48.2% | -18.3% |
| 1Y | -21.8% | +48.3% | -70.0% | -24.4% |
| 3Y | -35.7% | +167.1% | -202.8% | -42.2% |
| 5Y | -22.9% | +222.9% | -245.7% | -32.9% |
| All | -22.9% | +224.0% | -246.8% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling