-21.1%
GIS vs WSM
+1,071.8%
-1,092.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | -6.4% | -0.5% | -5.8% | -6.3% |
| 30D | -6.1% | -7.7% | +1.6% | -5.7% |
| 3M | +7.8% | +3.8% | +4.1% | +7.6% |
| 6M | -8.8% | +22.7% | -31.5% | -9.8% |
| YTD | -19.1% | +28.0% | -47.1% | -20.2% |
| 1Y | -24.8% | +12.7% | -37.5% | -25.4% |
| 3Y | -37.6% | +231.3% | -268.8% | -42.4% |
| 5Y | -25.4% | +177.2% | -202.6% | -31.2% |
| All | -21.1% | +1,071.8% | -1,092.8% | -34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling