-35.7%
WDAY vs GIS
-34.7%
-1.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.1% |
| 7D | -4.8% | -8.1% | +3.3% | -3.2% |
| 30D | +2.5% | +5.3% | -2.8% | +1.5% |
| 3M | +8.8% | -10.5% | +19.3% | +10.9% |
| 6M | +60.7% | +1.8% | +58.9% | +62.0% |
| YTD | -11.2% | -22.9% | +11.7% | -9.5% |
| 1Y | -15.6% | -22.9% | +7.3% | -14.0% |
| 3Y | -17.1% | -40.5% | +23.4% | -14.9% |
| 5Y | -35.7% | -34.9% | -0.8% | -36.7% |
| All | -35.7% | -34.7% | -1.0% | -36.7% |
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