+1,463.7%
GIS vs WSM
+34,818.5%
-33,354.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | -8.3% | +2.6% | -10.8% | -8.4% |
| 30D | +2.2% | -9.5% | +11.7% | +2.7% |
| 3M | +15.7% | +12.9% | +2.8% | +14.9% |
| 6M | -12.0% | +23.0% | -35.0% | -13.1% |
| YTD | -15.0% | +28.9% | -43.9% | -16.4% |
| 1Y | -20.1% | +13.7% | -33.8% | -20.9% |
| 3Y | -34.6% | +232.6% | -267.2% | -40.0% |
| 5Y | -22.8% | +185.9% | -208.7% | -29.5% |
| 10Y | -18.5% | +998.6% | -1,017.1% | -33.0% |
| All | +1,463.7% | +34,818.5% | -33,354.9% | +796.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling