+22.1%
GFI vs WETO
-98.9%
+121.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.2% | -1.3% |
| 7D | -4.9% | -4.3% | -0.5% | -4.9% |
| 30D | +10.7% | -39.9% | +50.6% | +13.6% |
| 3M | +25.6% | -97.9% | +123.5% | +21.0% |
| 6M | -8.3% | -95.0% | +86.8% | -4.7% |
| YTD | +6.3% | -97.2% | +103.5% | +4.2% |
| 1Y | +22.1% | -98.9% | +121.0% | +12.3% |
| All | +22.1% | -98.9% | +121.0% | +12.3% |
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