-25.7%
GIS vs WY
-22.2%
-3.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -6.4% | -4.2% | -2.2% | -5.5% |
| 30D | -6.1% | -10.1% | +4.0% | -4.0% |
| 3M | +7.8% | -8.5% | +16.3% | +9.7% |
| 6M | -8.8% | -3.3% | -5.4% | -8.3% |
| YTD | -19.1% | -4.4% | -14.7% | -18.5% |
| 1Y | -24.8% | -11.5% | -13.3% | -23.2% |
| 3Y | -37.6% | -24.3% | -13.2% | -35.3% |
| All | -25.7% | -22.2% | -3.4% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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