-3.6%
GIS vs WING
+637.4%
-641.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -3.4% | -2.5% | -0.8% | -3.3% |
| 30D | +6.9% | +29.5% | -22.6% | +5.7% |
| 3M | -10.1% | +40.2% | -50.3% | -11.4% |
| 6M | +5.9% | +32.7% | -26.9% | +4.5% |
| YTD | -21.1% | -32.8% | +11.7% | -20.6% |
| 1Y | -22.5% | -31.7% | +9.2% | -22.1% |
| 3Y | -39.0% | -24.7% | -14.3% | -40.1% |
| 5Y | -33.3% | -0.5% | -32.9% | -36.6% |
| 10Y | -17.0% | +647.5% | -664.5% | -36.6% |
| All | -3.6% | +637.4% | -641.0% | -27.4% |
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