-25.2%
GIS vs WPM
+252.7%
-277.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.7% | +0.6% | -2.9% |
| 7D | -8.4% | -3.6% | -4.8% | -8.3% |
| 30D | -5.2% | +12.5% | -17.7% | -5.6% |
| 3M | +8.2% | +40.6% | -32.4% | +6.8% |
| 6M | -12.0% | +0.5% | -12.6% | -12.0% |
| YTD | -18.9% | +29.0% | -47.9% | -20.0% |
| 1Y | -23.6% | +43.8% | -67.4% | -25.2% |
| 3Y | -37.6% | +266.3% | -303.9% | -43.4% |
| 5Y | -25.2% | +255.1% | -280.3% | -32.6% |
| All | -25.2% | +252.7% | -277.9% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling