-33.8%
GIS vs WAB
+214.2%
-248.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.4% |
| 7D | -3.4% | +5.1% | -8.4% | -3.5% |
| 30D | +6.9% | +4.0% | +2.9% | +6.7% |
| 3M | -10.1% | +0.1% | -10.2% | -10.1% |
| 6M | +5.9% | +12.8% | -6.9% | +5.0% |
| YTD | -21.1% | +40.1% | -61.2% | -23.0% |
| 1Y | -22.5% | +46.4% | -68.9% | -24.7% |
| 3Y | -39.0% | +167.4% | -206.4% | -44.6% |
| All | -33.8% | +214.2% | -248.0% | -40.2% |
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