+17.5%
GFS vs WAB
+45.2%
-27.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.1% | -0.3% | +0.8% |
| 7D | -3.1% | +4.0% | -7.1% | -5.8% |
| 30D | -16.0% | +4.5% | -20.5% | -18.4% |
| 3M | -24.7% | +2.3% | -27.0% | -25.9% |
| 6M | -45.1% | +12.5% | -57.6% | -50.2% |
| YTD | +16.5% | +40.2% | -23.7% | -11.5% |
| All | +17.5% | +45.2% | -27.7% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling