+508.6%
GFI vs WST
+15,134.9%
-14,626.3%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | -8.7% | +4.2% | -12.9% | -9.1% |
| 30D | +0.6% | +11.2% | -10.6% | -0.5% |
| 3M | -7.5% | +20.4% | -27.9% | -9.3% |
| 6M | -18.3% | +37.9% | -56.2% | -21.1% |
| YTD | -13.8% | +51.8% | -65.6% | -17.8% |
| 1Y | -8.8% | +56.6% | -65.5% | -13.3% |
| 3Y | +215.8% | +24.2% | +191.6% | +199.2% |
| 5Y | +301.2% | +0.7% | +300.5% | +283.4% |
| 10Y | +1,284.4% | +456.3% | +828.2% | +1,027.2% |
| All | +508.6% | +15,134.9% | -14,626.3% | +336.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling