+3.9%
GIS vs WING
+407.0%
-403.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -8.3% | -0.1% | -8.1% | -8.3% |
| 30D | +2.2% | -6.0% | +8.2% | +2.4% |
| 3M | +15.7% | -23.5% | +39.2% | +16.7% |
| 6M | -12.0% | -52.0% | +40.0% | -10.0% |
| YTD | -15.0% | -53.8% | +38.8% | -13.1% |
| 1Y | -20.1% | -63.8% | +43.7% | -17.7% |
| 3Y | -34.6% | -30.8% | -3.8% | -36.0% |
| 5Y | -22.8% | -34.3% | +11.4% | -25.4% |
| 10Y | -18.5% | +352.4% | -370.9% | -35.8% |
| All | +3.9% | +407.0% | -403.1% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling