-18.0%
GIS vs WING
-65.5%
+47.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | -7.8% | -3.9% | -4.0% | -7.7% |
| 30D | +6.6% | -11.6% | +18.1% | +6.9% |
| 3M | +21.0% | -24.2% | +45.2% | +21.9% |
| 6M | -9.1% | -54.1% | +45.0% | -9.9% |
| YTD | -13.6% | -53.9% | +40.3% | -13.5% |
| 1Y | -18.0% | -64.4% | +46.3% | -17.6% |
| All | -18.0% | -65.5% | +47.5% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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