-20.8%
GIS vs WING
+379.2%
-400.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -3.0% | -3.0% |
| 7D | -8.4% | +0.2% | -8.6% | -8.4% |
| 30D | -5.2% | -0.5% | -4.7% | -5.2% |
| 3M | +8.2% | -23.9% | +32.0% | +8.9% |
| 6M | -12.0% | -48.9% | +36.9% | -10.6% |
| YTD | -18.9% | -53.3% | +34.5% | -17.5% |
| 1Y | -23.6% | -60.3% | +36.7% | -22.0% |
| 3Y | -37.6% | -30.1% | -7.5% | -38.9% |
| 5Y | -25.2% | -36.2% | +11.0% | -27.4% |
| All | -20.8% | +379.2% | -400.0% | -36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling