-21.1%
GIS vs WAT
+170.9%
-192.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | -6.4% | -0.3% | -6.1% | -6.3% |
| 30D | -6.1% | -1.9% | -4.2% | -5.9% |
| 3M | +7.8% | +13.5% | -5.7% | +6.0% |
| 6M | -8.8% | +37.2% | -46.0% | -12.9% |
| YTD | -19.1% | +7.5% | -26.6% | -20.4% |
| 1Y | -24.8% | +35.0% | -59.8% | -28.6% |
| 3Y | -37.6% | +55.1% | -92.6% | -42.8% |
| 5Y | -25.4% | -2.8% | -22.6% | -27.1% |
| All | -21.1% | +170.9% | -192.0% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling