+20.0%
GFS vs WETO
-99.4%
+119.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.0% | 0.0% |
| 7D | +3.2% | -19.9% | +23.1% | +3.4% |
| 30D | -9.6% | -42.7% | +33.1% | -12.0% |
| 3M | -38.5% | -97.7% | +59.2% | -35.6% |
| 6M | -1.3% | -94.4% | +93.1% | +0.9% |
| YTD | +31.8% | -97.0% | +128.8% | +34.0% |
| 1Y | +44.6% | -98.9% | +143.4% | +45.6% |
| All | +20.0% | -99.4% | +119.4% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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