+11,253.4%
WDC vs GIS
+1,368.5%
+9,884.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.4% | -7.4% | -5.4% |
| 7D | +12.1% | -3.4% | +15.4% | +12.7% |
| 30D | -18.8% | +6.9% | -25.7% | -20.3% |
| 3M | -39.3% | -10.1% | -29.2% | -38.6% |
| 6M | -40.1% | +5.9% | -46.0% | -42.3% |
| YTD | +71.8% | -21.1% | +92.9% | +75.9% |
| 1Y | +88.5% | -22.5% | +111.0% | +93.4% |
| 3Y | +770.0% | -39.0% | +809.0% | +825.1% |
| 5Y | +549.0% | -33.3% | +582.4% | +556.9% |
| 10Y | +650.3% | -17.0% | +667.3% | +580.2% |
| All | +11,253.4% | +1,368.5% | +9,884.9% | +2,914.4% |
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