+1,513.6%
HWM vs GIS
-20.4%
+1,534.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.3% |
| 7D | +11.1% | -8.1% | +19.2% | +11.6% |
| 30D | +3.0% | +5.3% | -2.3% | +2.4% |
| 3M | -20.7% | -10.5% | -10.2% | -20.2% |
| 6M | -17.2% | +1.8% | -19.0% | -17.8% |
| YTD | +9.1% | -22.9% | +32.0% | +11.1% |
| 1Y | +9.0% | -22.9% | +32.0% | +11.0% |
| 3Y | +353.8% | -40.5% | +394.4% | +371.6% |
| 5Y | +608.0% | -34.9% | +642.9% | +617.7% |
| 10Y | +1,510.3% | -19.0% | +1,529.3% | +1,370.5% |
| All | +1,513.6% | -20.4% | +1,534.0% | +1,370.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling