+1,010.9%
GFI vs WST
+344.2%
+666.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.3% |
| 7D | -4.9% | +1.8% | -6.7% | -5.1% |
| 30D | +10.7% | -1.7% | +12.4% | +10.9% |
| 3M | +25.6% | +4.9% | +20.7% | +25.0% |
| 6M | -8.3% | +45.5% | -53.8% | -12.0% |
| YTD | +6.3% | +26.1% | -19.8% | +3.4% |
| 1Y | +22.1% | +31.7% | -9.6% | +18.1% |
| 3Y | +289.2% | -12.1% | +301.3% | +284.6% |
| 5Y | +531.7% | -23.6% | +555.2% | +504.8% |
| All | +1,010.9% | +344.2% | +666.7% | +1,133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling