-17.4%
GIS vs WM
+21.9%
-39.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +4.2% |
| 7D | +8.5% | +5.9% | +2.5% | +4.8% |
| 30D | +15.3% | +15.4% | -0.1% | +6.4% |
| 3M | +0.9% | +6.3% | -5.4% | -2.9% |
| 6M | +7.9% | +5.6% | +2.4% | +4.3% |
| YTD | -17.6% | +9.9% | -27.5% | -22.7% |
| 1Y | -17.4% | +20.8% | -38.2% | -27.4% |
| All | -17.4% | +21.9% | -39.3% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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