+46.0%
GFI vs WSM
+19.9%
+26.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.4% |
| 7D | +3.1% | -3.3% | +6.4% | +4.5% |
| 30D | +27.1% | -8.4% | +35.5% | +31.6% |
| 3M | +21.2% | +9.7% | +11.5% | +16.3% |
| 6M | -4.5% | +16.7% | -21.2% | -11.3% |
| YTD | +11.7% | +28.7% | -17.0% | +0.6% |
| 1Y | +46.0% | +13.7% | +32.4% | +34.0% |
| All | +46.0% | +19.9% | +26.2% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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