+8.4%
GFI vs WU
-18.0%
+26.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.4% | +0.9% | +5.9% |
| 7D | +1.4% | +8.2% | -6.8% | +1.0% |
| 30D | +3.0% | +8.0% | -5.1% | +2.4% |
| 3M | +10.2% | -6.6% | +16.8% | +10.0% |
| 6M | -10.1% | -23.3% | +13.2% | -11.5% |
| YTD | -11.4% | -22.4% | +11.0% | -11.7% |
| 1Y | +8.4% | -18.0% | +26.4% | +10.3% |
| All | +8.4% | -18.0% | +26.4% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling