-25.2%
GIS vs WU
-51.6%
+26.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.9% |
| 7D | -8.4% | -5.0% | -3.4% | -7.6% |
| 30D | -5.2% | -2.3% | -2.9% | -4.8% |
| 3M | +8.2% | -3.2% | +11.4% | +8.4% |
| 6M | -12.0% | -25.0% | +13.0% | -8.1% |
| YTD | -18.9% | -21.7% | +2.8% | -16.0% |
| 1Y | -23.6% | -9.0% | -14.7% | -23.2% |
| 3Y | -37.6% | -28.9% | -8.7% | -35.1% |
| 5Y | -25.2% | -51.0% | +25.8% | -17.8% |
| All | -25.2% | -51.6% | +26.4% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling