+339.3%
GFI vs WU
-22.3%
+361.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.1% |
| 7D | +4.7% | -4.9% | +9.6% | +5.9% |
| 30D | +14.4% | -1.3% | +15.7% | +14.6% |
| 3M | +32.5% | -3.6% | +36.1% | +32.4% |
| 6M | -7.2% | -24.3% | +17.2% | -2.2% |
| YTD | +10.9% | -21.1% | +31.9% | +15.4% |
| 1Y | +35.5% | -10.3% | +45.8% | +36.0% |
| 3Y | +312.1% | -28.4% | +340.5% | +328.9% |
| 5Y | +524.6% | -51.2% | +575.8% | +602.0% |
| 10Y | +1,092.7% | -39.6% | +1,132.4% | +1,092.4% |
| All | +339.3% | -22.3% | +361.6% | +209.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling