-34.6%
GIS vs WAT
+49.0%
-83.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.4% |
| 7D | -8.3% | -0.7% | -7.6% | -8.2% |
| 30D | +2.2% | -1.0% | +3.1% | +2.3% |
| 3M | +15.7% | +10.9% | +4.8% | +14.5% |
| 6M | -12.0% | +33.2% | -45.1% | -14.6% |
| YTD | -15.0% | +6.1% | -21.0% | -15.8% |
| 1Y | -20.1% | +30.2% | -50.4% | -23.1% |
| 3Y | -34.6% | +52.9% | -87.5% | -37.0% |
| All | -34.6% | +49.0% | -83.6% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling