-23.4%
GFS vs WAT
+33.2%
-56.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.9% |
| 7D | +6.2% | +0.7% | +5.5% | +6.0% |
| 30D | -11.4% | +9.0% | -20.3% | -14.5% |
| 3M | -15.5% | +13.5% | -28.9% | -20.1% |
| 6M | -42.6% | +35.3% | -77.9% | -50.3% |
| YTD | +23.2% | +24.0% | -0.8% | +9.6% |
| 1Y | +23.6% | +22.0% | +1.6% | +10.8% |
| 3Y | -17.2% | +84.0% | -101.2% | -43.8% |
| 5Y | -23.4% | +34.4% | -57.8% | -41.1% |
| All | -23.4% | +33.2% | -56.6% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling