-21.1%
GIS vs WTW
+198.0%
-219.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -6.4% | -5.7% | -0.7% | -5.2% |
| 30D | -6.1% | -7.3% | +1.1% | -4.6% |
| 3M | +7.8% | +21.5% | -13.6% | +3.4% |
| 6M | -8.8% | +9.6% | -18.4% | -11.0% |
| YTD | -19.1% | -3.3% | -15.8% | -19.2% |
| 1Y | -24.8% | -6.1% | -18.6% | -24.4% |
| 3Y | -37.6% | +61.8% | -99.4% | -44.5% |
| 5Y | -25.4% | +42.7% | -68.1% | -32.7% |
| All | -21.1% | +198.0% | -219.1% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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