+4.3%
GFI vs WETO
-99.3%
+103.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.5% | +6.4% | +2.9% |
| 7D | +7.7% | +4.4% | +3.3% | +7.7% |
| 30D | +4.6% | -17.8% | +22.4% | +4.5% |
| 3M | +3.8% | -83.1% | +86.8% | +4.9% |
| 6M | -7.3% | -98.3% | +91.0% | -7.9% |
| YTD | -8.8% | -99.0% | +90.2% | -7.6% |
| 1Y | +4.3% | -99.3% | +103.6% | +2.5% |
| All | +4.3% | -99.3% | +103.7% | +2.5% |
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