+685.3%
GFI vs WST
+12,249.0%
-11,563.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.4% |
| 7D | +5.7% | -0.3% | +5.9% | +5.7% |
| 30D | +15.6% | -4.6% | +20.2% | +16.2% |
| 3M | +31.5% | +5.7% | +25.8% | +30.7% |
| 6M | -3.7% | +37.6% | -41.3% | -7.0% |
| YTD | +11.2% | +23.0% | -11.8% | +8.6% |
| 1Y | +36.4% | +33.8% | +2.5% | +31.9% |
| 3Y | +313.5% | -13.4% | +326.9% | +307.6% |
| 5Y | +528.0% | -27.0% | +555.0% | +519.7% |
| 10Y | +1,021.4% | +324.5% | +696.9% | +838.7% |
| All | +685.3% | +12,249.0% | -11,563.7% | +476.1% |
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