+8,900.5%
WMT vs GIS
+1,457.4%
+7,443.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.4% |
| 7D | -0.2% | -8.6% | +8.4% | +3.0% |
| 30D | -5.8% | -0.5% | -5.4% | -5.8% |
| 3M | -10.8% | +11.9% | -22.7% | -15.0% |
| 6M | -14.3% | -11.6% | -2.8% | -11.1% |
| YTD | -4.4% | -16.3% | +11.9% | +0.9% |
| 1Y | +4.3% | -21.8% | +26.1% | +12.5% |
| 3Y | +100.1% | -35.7% | +135.7% | +128.1% |
| 5Y | +130.8% | -22.9% | +153.7% | +142.5% |
| 10Y | +433.7% | -16.8% | +450.5% | +426.6% |
| All | +8,900.5% | +1,457.4% | +7,443.1% | +1,777.0% |
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