-7.8%
GFS vs WAT
+27.6%
-35.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.3% |
| 7D | +17.2% | +2.0% | +15.2% | +16.2% |
| 30D | -8.7% | +7.7% | -16.4% | -11.4% |
| 3M | -19.7% | +11.1% | -30.7% | -23.3% |
| 6M | -40.7% | +31.2% | -71.9% | -47.8% |
| YTD | +22.5% | +21.7% | +0.8% | +10.2% |
| 1Y | +25.2% | +19.3% | +5.9% | +13.6% |
| 3Y | -17.7% | +80.6% | -98.3% | -42.9% |
| 5Y | -23.5% | +29.5% | -53.1% | -42.9% |
| All | -7.8% | +27.6% | -35.4% | -31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling