-50.7%
GFS vs WING
+10.4%
-61.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.1% | -8.7% | -9.8% |
| 7D | -20.7% | +14.0% | -34.7% | -21.0% |
| 30D | -25.2% | +47.7% | -72.9% | -26.7% |
| 3M | -26.3% | +34.2% | -60.5% | -28.0% |
| 6M | -50.7% | +13.6% | -64.3% | -51.3% |
| All | -50.7% | +10.4% | -61.0% | -51.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling