-19.4%
GFS vs WAT
+46.1%
-65.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.9% |
| 7D | +1.0% | -1.3% | +2.3% | +1.5% |
| 30D | -8.6% | +2.3% | -10.9% | -9.4% |
| 3M | -46.5% | +8.7% | -55.3% | -48.2% |
| 6M | -4.8% | +28.3% | -33.1% | -14.2% |
| YTD | +29.7% | +7.8% | +21.9% | +23.9% |
| 1Y | +35.8% | +36.6% | -0.8% | +17.5% |
| All | -19.4% | +46.1% | -65.5% | -36.8% |
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