-18.0%
GIS vs WM
+337.2%
-355.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.4% | -0.5% | +0.8% | +0.6% |
| 30D | +10.1% | +13.3% | -3.2% | +4.0% |
| 3M | -3.7% | +4.4% | -8.0% | -5.5% |
| 6M | +4.3% | +10.8% | -6.6% | -0.5% |
| YTD | -19.8% | +9.1% | -28.9% | -23.1% |
| 1Y | -20.5% | +19.1% | -39.6% | -26.8% |
| 3Y | -38.3% | +45.7% | -84.0% | -49.0% |
| 5Y | -32.2% | +60.4% | -92.6% | -47.0% |
| 10Y | -18.0% | +328.7% | -346.7% | -58.1% |
| All | -18.0% | +337.2% | -355.2% | -58.1% |
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