-25.2%
GIS vs WWD
+187.1%
-212.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.6% | -3.0% |
| 7D | -8.4% | -2.9% | -5.5% | -8.4% |
| 30D | -5.2% | -6.6% | +1.4% | -5.2% |
| 3M | +8.2% | -9.3% | +17.5% | +8.0% |
| 6M | -12.0% | -13.6% | +1.6% | -12.1% |
| YTD | -18.9% | +10.4% | -29.2% | -19.2% |
| 1Y | -23.6% | +39.9% | -63.5% | -24.3% |
| 3Y | -37.6% | +165.0% | -202.7% | -40.8% |
| 5Y | -25.2% | +183.8% | -209.0% | -29.2% |
| All | -25.2% | +187.1% | -212.3% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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