+88.5%
WDC vs GIS
-21.2%
+109.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.4% | -7.4% | -2.5% |
| 7D | +12.1% | -3.4% | +15.4% | +8.6% |
| 30D | -18.8% | +6.9% | -25.7% | -11.3% |
| 3M | -39.3% | -10.1% | -29.2% | -43.5% |
| 6M | -40.1% | +5.9% | -46.0% | -31.9% |
| YTD | +71.8% | -21.1% | +92.9% | +54.6% |
| 1Y | +88.5% | -22.5% | +111.0% | +67.1% |
| All | +88.5% | -21.2% | +109.7% | +67.1% |
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