+17.7%
GFS vs WING
-23.2%
+40.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.7% | -9.7% | -5.9% |
| 7D | -12.5% | +21.0% | -33.5% | -12.6% |
| 30D | -16.9% | +56.9% | -73.8% | -17.7% |
| 3M | -22.3% | +38.4% | -60.6% | -22.8% |
| 6M | -40.2% | +12.0% | -52.2% | -40.6% |
| YTD | +16.0% | -29.2% | +45.2% | +11.3% |
| 1Y | +17.7% | -28.8% | +46.5% | +11.2% |
| All | +17.7% | -23.2% | +40.9% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 1y: compounded portfolio wealth divided by compounded WING 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…
1y analysis · Full analysis span regression · 6 months rolling