+1,438.8%
GIS vs WY
+673.4%
+765.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -8.6% | -1.7% | -6.9% | -8.3% |
| 30D | -0.5% | -9.9% | +9.4% | +1.2% |
| 3M | +11.9% | -7.5% | +19.4% | +13.2% |
| 6M | -11.6% | -5.1% | -6.4% | -11.0% |
| YTD | -16.3% | -2.1% | -14.2% | -16.2% |
| 1Y | -21.8% | -7.3% | -14.4% | -21.0% |
| 3Y | -35.7% | -22.6% | -13.0% | -33.6% |
| 5Y | -22.9% | -19.8% | -3.1% | -21.8% |
| 10Y | -16.8% | +9.6% | -26.4% | -23.3% |
| All | +1,438.8% | +673.4% | +765.4% | +772.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling