+274.3%
GIS vs WTW
+1,101.3%
-827.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.6% | -3.1% |
| 7D | -8.4% | -7.8% | -0.6% | -7.0% |
| 30D | -5.2% | -7.9% | +2.7% | -3.7% |
| 3M | +8.2% | +19.9% | -11.8% | +4.5% |
| 6M | -12.0% | +9.8% | -21.8% | -13.9% |
| YTD | -18.9% | -3.3% | -15.5% | -19.0% |
| 1Y | -23.6% | -3.3% | -20.3% | -23.7% |
| 3Y | -37.6% | +61.5% | -99.2% | -43.5% |
| 5Y | -25.2% | +42.6% | -67.8% | -31.3% |
| 10Y | -19.3% | +197.1% | -216.4% | -36.2% |
| All | +274.3% | +1,101.3% | -827.0% | +151.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling