+357.7%
GIS vs WCC
+1,758.7%
-1,401.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.0% | -1.7% |
| 7D | -8.3% | +8.5% | -16.8% | -8.6% |
| 30D | +2.2% | -1.0% | +3.2% | +2.2% |
| 3M | +15.7% | +2.1% | +13.6% | +15.3% |
| 6M | -12.0% | +36.8% | -48.8% | -13.7% |
| YTD | -15.0% | +47.7% | -62.7% | -17.0% |
| 1Y | -20.1% | +66.5% | -86.6% | -22.6% |
| 3Y | -34.6% | +134.2% | -168.8% | -38.6% |
| 5Y | -22.8% | +231.6% | -254.5% | -29.9% |
| 10Y | -18.5% | +508.1% | -526.6% | -30.6% |
| All | +357.7% | +1,758.7% | -1,401.0% | +248.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WCC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling