+775.3%
GIS vs WWD
+14,675.7%
-13,900.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.4% |
| 7D | -3.4% | +4.0% | -7.3% | -3.6% |
| 30D | +6.9% | +0.4% | +6.5% | +6.7% |
| 3M | -10.1% | -7.9% | -2.2% | -9.8% |
| 6M | +5.9% | -10.6% | +16.5% | +6.3% |
| YTD | -21.1% | +9.4% | -30.5% | -22.1% |
| 1Y | -22.5% | +25.7% | -48.2% | -24.3% |
| 3Y | -39.0% | +148.5% | -187.5% | -43.9% |
| 5Y | -33.3% | +189.5% | -222.8% | -39.9% |
| 10Y | -17.0% | +451.8% | -468.8% | -31.0% |
| All | +775.3% | +14,675.7% | -13,900.5% | +522.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling