-17.7%
GIS vs WM
+305.9%
-323.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.2% | -1.9% |
| 7D | -7.8% | -0.3% | -7.5% | -7.7% |
| 30D | +6.6% | -2.4% | +8.9% | +7.7% |
| 3M | +21.0% | +0.4% | +20.5% | +20.8% |
| 6M | -9.1% | -9.5% | +0.4% | -5.0% |
| YTD | -13.6% | +0.5% | -14.1% | -14.1% |
| 1Y | -18.0% | -1.1% | -16.9% | -18.0% |
| 3Y | -33.7% | +46.0% | -79.7% | -45.4% |
| 5Y | -19.4% | +51.8% | -71.3% | -35.7% |
| All | -17.7% | +305.9% | -323.5% | -58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling