+1,488.6%
GIS vs WM
+26,336.4%
-24,847.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.2% | -2.3% |
| 7D | -7.8% | -0.3% | -7.5% | -7.8% |
| 30D | +6.6% | -2.4% | +8.9% | +6.9% |
| 3M | +21.0% | +0.4% | +20.5% | +20.9% |
| 6M | -9.1% | -9.5% | +0.4% | -7.9% |
| YTD | -13.6% | +0.5% | -14.1% | -13.7% |
| 1Y | -18.0% | -1.1% | -16.9% | -17.9% |
| 3Y | -33.7% | +46.0% | -79.7% | -36.7% |
| 5Y | -19.4% | +51.8% | -71.3% | -23.5% |
| 10Y | -21.3% | +307.5% | -328.8% | -32.2% |
| All | +1,488.6% | +26,336.4% | -24,847.8% | +1,031.8% |
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