-17.4%
GIS vs WSM
+44.0%
-61.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.5% | -1.3% | +4.3% |
| 7D | +8.5% | +8.0% | +0.5% | +7.3% |
| 30D | +15.3% | +13.5% | +1.8% | +13.7% |
| 3M | +0.9% | +8.8% | -7.9% | 0.0% |
| 6M | +7.9% | +54.7% | -46.8% | +5.2% |
| YTD | -17.6% | +53.3% | -70.9% | -20.8% |
| 1Y | -17.4% | +41.1% | -58.5% | -19.3% |
| All | -17.4% | +44.0% | -61.3% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling