-7.8%
GFS vs WEC
+55.1%
-62.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +17.2% | -0.7% | +17.9% | +17.3% |
| 30D | -8.7% | +11.0% | -19.7% | -9.9% |
| 3M | -19.7% | +8.6% | -28.3% | -20.5% |
| 6M | -40.7% | +6.2% | -46.9% | -41.3% |
| YTD | +22.5% | +14.3% | +8.2% | +19.6% |
| 1Y | +25.2% | +8.4% | +16.8% | +23.3% |
| 3Y | -17.7% | +62.9% | -80.5% | -26.3% |
| 5Y | -23.5% | +55.8% | -79.4% | -34.0% |
| All | -7.8% | +55.1% | -62.9% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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