+127.9%
WFC vs GIS
-25.0%
+152.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | 0.0% |
| 7D | +0.3% | -8.4% | +8.7% | +1.1% |
| 30D | +2.3% | -5.2% | +7.5% | +2.8% |
| 3M | +9.8% | +8.2% | +1.6% | +8.7% |
| 6M | +15.6% | -12.0% | +27.6% | +16.4% |
| YTD | -2.4% | -18.9% | +16.4% | -1.2% |
| 1Y | +13.8% | -23.6% | +37.4% | +15.8% |
| 3Y | +134.6% | -37.6% | +172.3% | +140.8% |
| 5Y | +127.9% | -25.2% | +153.1% | +100.8% |
| All | +127.9% | -25.0% | +152.9% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling