-35.4%
GIS vs WPM
+273.6%
-309.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.6% |
| 7D | -8.6% | +3.9% | -12.5% | -8.6% |
| 30D | -0.5% | +17.7% | -18.1% | -0.7% |
| 3M | +11.9% | +39.4% | -27.5% | +11.6% |
| 6M | -11.6% | +6.4% | -18.0% | -11.5% |
| YTD | -16.3% | +34.0% | -50.3% | -16.7% |
| 1Y | -21.8% | +50.5% | -72.3% | -22.5% |
| All | -35.4% | +273.6% | -309.0% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 3y: compounded portfolio wealth divided by compounded WPM 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…
3y analysis · Full analysis span regression · 6 months rolling