+17.7%
GFS vs WAT
+32.9%
-15.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.7% | -7.6% | -6.5% |
| 7D | -12.5% | -1.9% | -10.6% | -11.9% |
| 30D | -16.9% | +6.2% | -23.2% | -18.4% |
| 3M | -22.3% | +18.1% | -40.3% | -26.2% |
| 6M | -40.2% | +54.9% | -95.1% | -48.7% |
| YTD | +16.0% | +23.1% | -7.1% | +5.4% |
| 1Y | +17.7% | +27.3% | -9.6% | +4.3% |
| All | +17.7% | +32.9% | -15.3% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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