+389.9%
HWM vs GIS
-33.5%
+423.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.6% | -9.1% | -10.9% |
| 7D | -9.2% | -8.3% | -0.9% | -10.3% |
| 30D | -17.9% | +2.2% | -20.0% | -17.5% |
| 3M | -6.0% | +15.7% | -21.7% | -4.1% |
| 6M | -7.4% | -12.0% | +4.6% | -8.9% |
| YTD | +13.1% | -15.0% | +28.1% | +10.6% |
| 1Y | +29.3% | -20.1% | +49.4% | +25.4% |
| 3Y | +389.9% | -34.6% | +424.5% | +364.0% |
| All | +389.9% | -33.5% | +423.5% | +364.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling