-7.8%
GFS vs WING
-1.0%
-6.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +3.9% | +0.3% |
| 7D | +17.2% | -3.9% | +21.1% | +18.0% |
| 30D | -8.7% | +26.6% | -35.4% | -13.4% |
| 3M | -19.7% | +42.5% | -62.2% | -26.0% |
| 6M | -40.7% | +29.4% | -70.1% | -45.0% |
| YTD | +22.5% | -32.8% | +55.3% | +27.7% |
| 1Y | +25.2% | -33.5% | +58.7% | +30.3% |
| 3Y | -17.7% | -23.4% | +5.7% | -24.5% |
| 5Y | -23.5% | -0.4% | -23.1% | -43.7% |
| All | -7.8% | -1.0% | -6.8% | -31.9% |
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