-16.4%
GFS vs WING
+1.5%
-17.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.7% | +6.5% |
| 7D | -7.8% | +9.0% | -16.9% | -9.5% |
| 30D | -19.7% | +39.9% | -59.6% | -25.2% |
| 3M | -23.1% | +40.4% | -63.5% | -28.9% |
| 6M | -46.4% | +12.9% | -59.3% | -48.8% |
| YTD | +11.0% | -31.1% | +42.1% | +15.2% |
| 1Y | +12.6% | -32.7% | +45.4% | +17.2% |
| 3Y | -24.9% | -19.8% | -5.1% | -31.9% |
| 5Y | -39.1% | +4.0% | -43.0% | -55.2% |
| All | -16.4% | +1.5% | -17.9% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling