-12.1%
GFS vs WING
+5.4%
-17.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +1.1% |
| 7D | -5.3% | +5.0% | -10.3% | -6.2% |
| 30D | -15.8% | +38.7% | -54.5% | -21.5% |
| 3M | -18.6% | +44.7% | -63.4% | -25.2% |
| 6M | -45.0% | +31.5% | -76.5% | -49.0% |
| YTD | +16.8% | -28.4% | +45.2% | +20.3% |
| 1Y | +17.8% | -28.2% | +46.0% | +20.7% |
| 3Y | -21.5% | -18.4% | -3.1% | -28.9% |
| 5Y | -29.3% | +5.2% | -34.6% | -48.6% |
| All | -12.1% | +5.4% | -17.5% | -35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling