+660.1%
GFI vs WSM
+34,191.7%
-33,531.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.8% |
| 7D | -5.1% | +0.4% | -5.6% | -5.2% |
| 30D | +13.4% | -10.7% | +24.1% | +14.2% |
| 3M | +36.2% | +8.5% | +27.8% | +35.5% |
| 6M | -9.8% | +19.6% | -29.5% | -10.8% |
| YTD | +7.7% | +26.6% | -18.9% | +6.1% |
| 1Y | +27.2% | +12.0% | +15.2% | +26.2% |
| 3Y | +300.3% | +226.6% | +73.6% | +267.2% |
| 5Y | +539.8% | +174.1% | +365.7% | +486.7% |
| 10Y | +1,058.5% | +1,052.9% | +5.6% | +860.1% |
| All | +660.1% | +34,191.7% | -33,531.6% | +497.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling