-21.3%
GFS vs WAT
+25.1%
-46.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.1% | -6.8% | -8.5% |
| 7D | -20.7% | -5.6% | -15.1% | -18.5% |
| 30D | -25.2% | +3.8% | -29.0% | -26.3% |
| 3M | -26.3% | +13.3% | -39.6% | -30.2% |
| 6M | -50.7% | +32.2% | -82.9% | -56.8% |
| YTD | +4.5% | +19.3% | -14.7% | -5.2% |
| 1Y | +2.5% | +21.8% | -19.4% | -8.0% |
| 3Y | -30.9% | +73.9% | -104.9% | -51.1% |
| 5Y | -42.6% | +32.1% | -74.7% | -55.0% |
| All | -21.3% | +25.1% | -46.4% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling