+1,394.6%
WDC vs GIS
-35.3%
+1,429.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | -0.1% |
| 7D | +7.5% | -8.6% | +16.1% | +0.9% |
| 30D | +10.1% | -0.5% | +10.5% | +10.4% |
| 3M | -6.8% | +11.9% | -18.7% | +2.9% |
| 6M | +84.1% | -11.6% | +95.7% | +80.9% |
| YTD | +180.3% | -16.3% | +196.6% | +170.3% |
| 1Y | +411.1% | -21.8% | +432.8% | +384.2% |
| All | +1,394.6% | -35.3% | +1,429.9% | +1,217.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling