+237.2%
GIS vs WPM
+5,967.5%
-5,730.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.4% |
| 7D | -7.8% | +1.1% | -8.9% | -7.9% |
| 30D | +6.6% | +26.4% | -19.8% | +5.4% |
| 3M | +21.0% | +20.8% | +0.1% | +19.8% |
| 6M | -9.1% | +1.1% | -10.2% | -9.4% |
| YTD | -13.6% | +32.5% | -46.1% | -15.1% |
| 1Y | -18.0% | +51.5% | -69.5% | -20.0% |
| 3Y | -33.7% | +267.0% | -300.7% | -38.2% |
| 5Y | -19.4% | +250.1% | -269.6% | -25.1% |
| 10Y | -21.3% | +540.4% | -561.6% | -29.4% |
| All | +237.2% | +5,967.5% | -5,730.3% | +157.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling