+289.2%
GFI vs WU
-28.7%
+317.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | -4.9% | -3.5% | -1.4% | -4.7% |
| 30D | +10.7% | -2.9% | +13.7% | +10.8% |
| 3M | +25.6% | -2.3% | +27.9% | +25.6% |
| 6M | -8.3% | -25.4% | +17.1% | -7.7% |
| YTD | +6.3% | -21.2% | +27.5% | +6.8% |
| 1Y | +22.1% | -8.9% | +30.9% | +22.0% |
| 3Y | +289.2% | -29.0% | +318.2% | +306.1% |
| All | +289.2% | -28.7% | +317.9% | +306.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling