+1,401.2%
GIS vs WM
+28,547.2%
-27,146.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.3% |
| 7D | +3.6% | +1.2% | +2.4% | +3.4% |
| 30D | +13.9% | +13.1% | +0.8% | +12.2% |
| 3M | +0.3% | +3.6% | -3.3% | -0.1% |
| 6M | +5.0% | +8.1% | -3.1% | +4.0% |
| YTD | -18.4% | +8.9% | -27.3% | -19.2% |
| 1Y | -17.4% | +20.3% | -37.8% | -19.3% |
| 3Y | -36.9% | +46.2% | -83.1% | -39.8% |
| 5Y | -30.4% | +59.9% | -90.3% | -34.3% |
| 10Y | -13.6% | +345.6% | -359.2% | -26.4% |
| All | +1,401.2% | +28,547.2% | -27,146.0% | +959.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling