-34.9%
GIS vs WWD
+183.1%
-218.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | -0.1% | -2.1% |
| 7D | -8.1% | +8.2% | -16.2% | -7.9% |
| 30D | +5.3% | -0.2% | +5.5% | +5.4% |
| 3M | -10.5% | -8.4% | -2.1% | -10.5% |
| 6M | +1.8% | -9.5% | +11.3% | +1.7% |
| YTD | -22.9% | +10.1% | -33.0% | -23.1% |
| 1Y | -22.9% | +21.6% | -44.5% | -23.2% |
| 3Y | -40.5% | +149.6% | -190.1% | -43.0% |
| 5Y | -34.9% | +191.3% | -226.2% | -37.3% |
| All | -34.9% | +183.1% | -218.0% | -37.3% |
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