+1,188.5%
WDC vs GIS
-19.5%
+1,208.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.0% |
| 7D | -4.3% | -6.4% | +2.1% | -5.1% |
| 30D | -1.5% | -6.1% | +4.6% | -2.2% |
| 3M | -15.5% | +7.8% | -23.3% | -14.8% |
| 6M | +66.5% | -8.8% | +75.2% | +67.2% |
| YTD | +159.9% | -19.1% | +179.0% | +160.3% |
| 1Y | +366.0% | -24.8% | +390.7% | +367.7% |
| 3Y | +1,285.8% | -37.6% | +1,323.4% | +1,293.0% |
| 5Y | +925.6% | -25.4% | +951.0% | +877.3% |
| All | +1,188.5% | -19.5% | +1,208.1% | +1,113.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling