-35.1%
GIS vs WETO
-99.4%
+64.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | -0.4% |
| 7D | -6.4% | -4.3% | -2.1% | -6.4% |
| 30D | -6.1% | -39.9% | +33.8% | -5.6% |
| 3M | +7.8% | -97.9% | +105.7% | +8.3% |
| 6M | -8.8% | -95.0% | +86.3% | -8.3% |
| YTD | -19.1% | -97.2% | +78.0% | -18.3% |
| 1Y | -24.8% | -98.9% | +74.2% | -23.5% |
| All | -35.1% | -99.4% | +64.3% | -33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling