-40.4%
GIS vs WAT
+83.1%
-123.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.9% |
| 7D | -8.1% | +2.0% | -10.1% | -8.2% |
| 30D | +5.3% | +7.7% | -2.4% | +4.5% |
| 3M | -10.5% | +11.1% | -21.6% | -11.6% |
| 6M | +1.8% | +31.2% | -29.4% | -1.1% |
| YTD | -22.9% | +21.7% | -44.6% | -24.8% |
| 1Y | -22.9% | +19.3% | -42.3% | -24.7% |
| All | -40.4% | +83.1% | -123.5% | -46.4% |
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