+655.5%
HWM vs GIS
-21.0%
+676.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.6% | -9.1% | -10.8% |
| 7D | -9.2% | -8.3% | -0.9% | -9.5% |
| 30D | -17.9% | +2.2% | -20.0% | -17.8% |
| 3M | -6.0% | +15.7% | -21.7% | -5.8% |
| 6M | -7.4% | -12.0% | +4.6% | -7.5% |
| YTD | +13.1% | -15.0% | +28.1% | +12.8% |
| 1Y | +29.3% | -20.1% | +49.4% | +28.9% |
| 3Y | +389.9% | -34.6% | +424.5% | +386.5% |
| 5Y | +655.5% | -22.8% | +678.4% | +609.2% |
| All | +655.5% | -21.0% | +676.5% | +609.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling