-21.3%
GFS vs WING
+3.0%
-24.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.1% | -8.7% | -9.7% |
| 7D | -20.7% | +14.0% | -34.7% | -22.8% |
| 30D | -25.2% | +47.7% | -72.9% | -31.2% |
| 3M | -26.3% | +34.2% | -60.5% | -31.3% |
| 6M | -50.7% | +13.6% | -64.3% | -52.9% |
| YTD | +4.5% | -30.0% | +34.6% | +8.2% |
| 1Y | +2.5% | -33.9% | +36.4% | +7.2% |
| 3Y | -30.9% | -18.7% | -12.2% | -37.5% |
| 5Y | -42.6% | +5.5% | -48.2% | -57.9% |
| All | -21.3% | +3.0% | -24.3% | -42.3% |
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 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