-22.9%
GIS vs WAT
-4.9%
-18.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | -8.6% | -1.8% | -6.8% | -8.5% |
| 30D | -0.5% | -1.7% | +1.2% | -0.3% |
| 3M | +11.9% | +9.1% | +2.8% | +11.0% |
| 6M | -11.6% | +32.4% | -44.0% | -14.0% |
| YTD | -16.3% | +6.6% | -22.9% | -17.1% |
| 1Y | -21.8% | +34.7% | -56.5% | -24.5% |
| 3Y | -35.7% | +53.6% | -89.2% | -38.7% |
| 5Y | -22.9% | -4.1% | -18.8% | -23.1% |
| All | -22.9% | -4.9% | -18.0% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling