+1,010.9%
GFI vs WCC
+541.6%
+469.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.7% | -5.0% | -1.9% |
| 7D | -4.9% | +1.5% | -6.4% | -5.1% |
| 30D | +10.7% | -2.1% | +12.9% | +11.1% |
| 3M | +25.6% | +3.8% | +21.8% | +24.4% |
| 6M | -8.3% | +35.0% | -43.2% | -12.6% |
| YTD | +6.3% | +46.4% | -40.1% | +0.1% |
| 1Y | +22.1% | +63.0% | -40.9% | +13.2% |
| 3Y | +289.2% | +133.9% | +155.2% | +233.0% |
| 5Y | +531.7% | +226.5% | +305.1% | +392.1% |
| All | +1,010.9% | +541.6% | +469.2% | +471.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling