-21.5%
GFS vs WING
-16.7%
-4.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +0.7% |
| 7D | -5.3% | +5.0% | -10.3% | -5.8% |
| 30D | -15.8% | +38.7% | -54.5% | -19.1% |
| 3M | -18.6% | +44.7% | -63.4% | -22.5% |
| 6M | -45.0% | +31.5% | -76.5% | -47.4% |
| YTD | +16.8% | -28.4% | +45.2% | +19.1% |
| 1Y | +17.8% | -28.2% | +46.0% | +19.7% |
| 3Y | -21.5% | -18.4% | -3.1% | -33.0% |
| All | -21.5% | -16.7% | -4.8% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling