+417.4%
WDC vs GIS
-18.7%
+436.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.5% | +8.3% | +3.2% |
| 7D | +1.7% | -7.8% | +9.6% | -6.9% |
| 30D | -10.0% | +6.6% | -16.5% | -2.3% |
| 3M | -18.8% | +21.0% | -39.7% | +3.1% |
| 6M | +79.0% | -9.1% | +88.1% | +75.4% |
| YTD | +171.6% | -13.6% | +185.2% | +156.3% |
| 1Y | +417.4% | -18.0% | +435.4% | +374.9% |
| All | +417.4% | -18.7% | +436.0% | +374.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling