+18,229.0%
WDC vs GIS
+1,482.6%
+16,746.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.4% |
| 7D | +6.0% | -8.3% | +14.3% | +7.7% |
| 30D | +9.9% | +2.2% | +7.8% | +9.2% |
| 3M | -9.4% | +15.7% | -25.1% | -13.3% |
| 6M | +94.7% | -12.0% | +106.7% | +97.5% |
| YTD | +177.4% | -15.0% | +192.3% | +181.8% |
| 1Y | +412.6% | -20.1% | +432.7% | +425.8% |
| 3Y | +1,359.8% | -34.6% | +1,394.4% | +1,441.3% |
| 5Y | +992.6% | -22.8% | +1,015.4% | +972.0% |
| 10Y | +1,245.5% | -18.5% | +1,264.0% | +1,150.8% |
| All | +18,229.0% | +1,482.6% | +16,746.4% | +4,730.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling