-23.4%
GFS vs WING
+3.2%
-26.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.2% | +5.8% |
| 7D | +6.2% | -0.5% | +6.8% | +6.3% |
| 30D | -11.4% | +32.3% | -43.7% | -16.7% |
| 3M | -15.5% | +50.2% | -65.6% | -23.0% |
| 6M | -42.6% | +31.7% | -74.3% | -47.0% |
| YTD | +23.2% | -29.6% | +52.8% | +27.4% |
| 1Y | +23.6% | -29.7% | +53.3% | +27.3% |
| 3Y | -17.2% | -19.8% | +2.6% | -25.2% |
| 5Y | -23.4% | +3.1% | -26.5% | -44.7% |
| All | -23.4% | +3.2% | -26.6% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling