-10.3%
GFS vs WING
-1.1%
-9.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +7.4% | -2.5% | +9.9% | +7.8% |
| 30D | -15.3% | +29.5% | -44.8% | -19.9% |
| 3M | -21.1% | +40.2% | -61.3% | -27.1% |
| 6M | -44.5% | +32.7% | -77.2% | -48.8% |
| YTD | +19.2% | -32.8% | +52.0% | +24.2% |
| 1Y | +27.2% | -31.7% | +59.0% | +31.5% |
| 3Y | -20.1% | -24.7% | +4.6% | -26.4% |
| 5Y | -25.6% | -0.5% | -25.1% | -45.2% |
| All | -10.3% | -1.1% | -9.2% | -33.7% |
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