+162.7%
GFI vs WETO
-99.4%
+262.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.4% | +0.9% |
| 7D | -2.7% | -4.3% | +1.6% | -2.7% |
| 30D | +13.2% | -39.9% | +53.1% | +16.3% |
| 3M | +28.5% | -97.9% | +126.4% | +25.8% |
| 6M | -6.2% | -95.0% | +88.9% | -3.6% |
| YTD | +8.7% | -97.2% | +105.9% | +9.6% |
| 1Y | +24.8% | -98.9% | +123.8% | +22.8% |
| All | +162.7% | -99.4% | +262.1% | +128.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling