-10.3%
GFS vs WAB
+245.4%
-255.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.8% | -2.1% |
| 7D | +7.4% | +5.1% | +2.3% | +3.5% |
| 30D | -15.3% | +4.0% | -19.3% | -17.4% |
| 3M | -21.1% | +0.1% | -21.2% | -21.0% |
| 6M | -44.5% | +12.8% | -57.3% | -49.6% |
| YTD | +19.2% | +40.1% | -20.8% | -7.9% |
| 1Y | +27.2% | +46.4% | -19.1% | -5.0% |
| 3Y | -20.1% | +167.4% | -187.5% | -62.7% |
| 5Y | -25.6% | +215.0% | -240.6% | -71.9% |
| All | -10.3% | +245.4% | -255.6% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling