-35.4%
GIS vs WING
-29.7%
-5.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.6% |
| 7D | -8.6% | -2.3% | -6.3% | -8.6% |
| 30D | -0.5% | -5.6% | +5.2% | -0.4% |
| 3M | +11.9% | -22.9% | +34.8% | +11.8% |
| 6M | -11.6% | -50.4% | +38.8% | -12.7% |
| YTD | -16.3% | -53.3% | +37.0% | -17.2% |
| 1Y | -21.8% | -61.2% | +39.5% | -23.0% |
| All | -35.4% | -29.7% | -5.7% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling