-21.5%
GFS vs WAT
+87.1%
-108.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -5.3% | +3.4% | -8.7% | -6.4% |
| 30D | -15.8% | +9.6% | -25.4% | -18.3% |
| 3M | -18.6% | +15.5% | -34.1% | -22.7% |
| 6M | -45.0% | +33.9% | -78.9% | -50.7% |
| YTD | +16.8% | +25.2% | -8.4% | +6.0% |
| 1Y | +17.8% | +26.3% | -8.5% | +6.5% |
| 3Y | -21.5% | +85.8% | -107.3% | -35.9% |
| All | -21.5% | +87.1% | -108.7% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling