-18.0%
GIS vs WETO
-98.9%
+80.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -20.8% | +18.3% | -2.7% |
| 7D | -7.8% | -55.4% | +47.6% | -8.5% |
| 30D | +6.6% | -48.5% | +55.1% | +7.2% |
| 3M | +21.0% | -97.5% | +118.5% | +21.0% |
| 6M | -9.1% | -94.2% | +85.1% | -8.0% |
| YTD | -13.6% | -97.0% | +83.4% | -11.8% |
| 1Y | -18.0% | -98.9% | +80.9% | -13.2% |
| All | -18.0% | -98.9% | +80.9% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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