-24.8%
GIS vs WAT
+38.4%
-63.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | -6.4% | -0.3% | -6.1% | -6.4% |
| 30D | -6.1% | -1.9% | -4.2% | -6.1% |
| 3M | +7.8% | +13.5% | -5.7% | +7.7% |
| 6M | -8.8% | +37.2% | -46.0% | -9.0% |
| YTD | -19.1% | +7.5% | -26.6% | -20.4% |
| 1Y | -24.8% | +35.0% | -59.8% | -26.3% |
| All | -24.8% | +38.4% | -63.1% | -26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling