+46.0%
GFI vs WETO
-98.9%
+144.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -20.8% | +19.2% | -1.8% |
| 7D | +3.1% | -55.4% | +58.6% | +2.5% |
| 30D | +27.1% | -48.5% | +75.6% | +29.8% |
| 3M | +21.2% | -97.5% | +118.7% | +17.5% |
| 6M | -4.5% | -94.2% | +89.7% | +0.6% |
| YTD | +11.7% | -97.0% | +108.8% | +9.9% |
| 1Y | +46.0% | -98.9% | +145.0% | +35.5% |
| All | +46.0% | -98.9% | +144.9% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling