+366.0%
WDC vs GIS
-24.1%
+390.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.3% |
| 7D | -4.3% | -6.4% | +2.1% | -11.0% |
| 30D | -1.5% | -6.1% | +4.6% | -7.3% |
| 3M | -15.5% | +7.8% | -23.3% | -5.0% |
| 6M | +66.5% | -8.8% | +75.2% | +62.3% |
| YTD | +159.9% | -19.1% | +179.0% | +126.7% |
| 1Y | +366.0% | -24.8% | +390.7% | +293.6% |
| All | +366.0% | -24.1% | +390.1% | +293.6% |
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