+215.8%
GFI vs WST
+24.3%
+191.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.1% |
| 7D | -8.7% | +4.2% | -12.9% | -8.9% |
| 30D | +0.6% | +11.2% | -10.6% | +0.1% |
| 3M | -7.5% | +20.4% | -27.9% | -8.3% |
| 6M | -18.3% | +37.9% | -56.2% | -19.4% |
| YTD | -13.8% | +51.8% | -65.6% | -15.5% |
| 1Y | -8.8% | +56.6% | -65.5% | -10.7% |
| 3Y | +215.8% | +24.2% | +191.6% | +176.5% |
| All | +215.8% | +24.3% | +191.5% | +176.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling