+1,010.9%
GFI vs WCN
+235.9%
+775.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -4.9% | -3.1% | -1.7% | -4.2% |
| 30D | +10.7% | -3.4% | +14.1% | +11.6% |
| 3M | +25.6% | +3.0% | +22.7% | +24.3% |
| 6M | -8.3% | -3.8% | -4.5% | -7.9% |
| YTD | +6.3% | -8.3% | +14.6% | +8.1% |
| 1Y | +22.1% | -9.7% | +31.8% | +24.6% |
| 3Y | +289.2% | +17.2% | +272.0% | +277.0% |
| 5Y | +531.7% | +25.3% | +506.4% | +503.0% |
| All | +1,010.9% | +235.9% | +775.0% | +958.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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