+296.4%
WBD vs GIS
+232.2%
+64.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.1% |
| 7D | -0.7% | -8.3% | +7.6% | +2.4% |
| 30D | +5.0% | +2.2% | +2.8% | +4.0% |
| 3M | +6.2% | +15.7% | -9.5% | -0.1% |
| 6M | +0.6% | -12.0% | +12.6% | +4.6% |
| YTD | -2.4% | -15.0% | +12.5% | +2.3% |
| 1Y | +127.7% | -20.1% | +147.8% | +143.5% |
| 3Y | +148.4% | -34.6% | +183.0% | +184.4% |
| 5Y | +4.2% | -22.8% | +27.1% | +8.0% |
| 10Y | +10.8% | -18.5% | +29.3% | +6.2% |
| All | +296.4% | +232.2% | +64.2% | +61.2% |
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 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