+502.4%
GFI vs WCC
+224.0%
+278.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.7% | -5.0% | -1.8% |
| 7D | -4.9% | +1.5% | -6.4% | -5.1% |
| 30D | +10.7% | -2.1% | +12.9% | +11.0% |
| 3M | +25.6% | +3.8% | +21.8% | +24.6% |
| 6M | -8.3% | +35.0% | -43.2% | -11.8% |
| YTD | +6.3% | +46.4% | -40.1% | +1.6% |
| 1Y | +22.1% | +63.0% | -40.9% | +15.8% |
| 3Y | +289.2% | +133.9% | +155.2% | +252.8% |
| All | +502.4% | +224.0% | +278.4% | +440.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling