+1,271.2%
GFI vs WCN
+6,610.8%
-5,339.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.7% | -2.8% |
| 7D | -5.1% | -4.4% | -0.7% | -4.7% |
| 30D | +13.4% | -4.4% | +17.9% | +14.0% |
| 3M | +36.2% | +0.5% | +35.8% | +36.0% |
| 6M | -9.8% | -3.3% | -6.6% | -9.7% |
| YTD | +7.7% | -8.5% | +16.2% | +8.4% |
| 1Y | +27.2% | -8.9% | +36.1% | +28.1% |
| 3Y | +300.3% | +18.0% | +282.2% | +293.6% |
| 5Y | +539.8% | +25.0% | +514.7% | +525.2% |
| 10Y | +1,058.5% | +234.7% | +823.8% | +944.3% |
| All | +1,271.2% | +6,610.8% | -5,339.6% | +946.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling