+1,547.2%
HWM vs GIS
-16.2%
+1,563.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.8% |
| 7D | -12.5% | -8.4% | -4.1% | -11.9% |
| 30D | -19.0% | -5.2% | -13.8% | -18.7% |
| 3M | -8.6% | +8.2% | -16.8% | -9.6% |
| 6M | -10.2% | -12.0% | +1.9% | -9.3% |
| YTD | +11.3% | -18.9% | +30.2% | +13.1% |
| 1Y | +24.3% | -23.6% | +47.9% | +26.9% |
| 3Y | +382.3% | -37.6% | +419.9% | +400.2% |
| 5Y | +640.6% | -25.2% | +665.8% | +636.5% |
| All | +1,547.2% | -16.2% | +1,563.4% | +1,397.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 10y: compounded portfolio wealth divided by compounded GIS 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…
10y analysis · Full analysis span regression · 6 months rolling