-18.0%
GIS vs WU
-8.3%
-9.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.3% |
| 7D | -7.8% | -0.8% | -7.0% | -7.7% |
| 30D | +6.6% | -1.1% | +7.7% | +6.7% |
| 3M | +21.0% | -3.9% | +24.8% | +21.5% |
| 6M | -9.1% | -20.7% | +11.6% | -7.2% |
| YTD | -13.6% | -18.4% | +4.7% | -11.9% |
| 1Y | -18.0% | -8.1% | -10.0% | -14.5% |
| All | -18.0% | -8.3% | -9.7% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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