+1,831.1%
GFI vs WING
+412.2%
+1,418.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.4% | -0.4% |
| 7D | +4.7% | -2.3% | +7.0% | +4.9% |
| 30D | +14.4% | -5.6% | +20.1% | +14.8% |
| 3M | +32.5% | -22.9% | +55.4% | +35.2% |
| 6M | -7.2% | -50.4% | +43.3% | -1.9% |
| YTD | +10.9% | -53.3% | +64.2% | +17.4% |
| 1Y | +35.5% | -61.2% | +96.7% | +45.2% |
| 3Y | +312.1% | -30.1% | +342.2% | +296.2% |
| 5Y | +524.6% | -35.0% | +559.6% | +490.4% |
| 10Y | +1,092.7% | +375.5% | +717.2% | +888.8% |
| All | +1,831.1% | +412.2% | +1,418.9% | +1,451.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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