-2.4%
GFS vs WING
-32.1%
+29.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +1.0% | -3.9% | +4.9% | +1.8% |
| 30D | -8.6% | -11.6% | +3.0% | -6.7% |
| 3M | -46.5% | -24.2% | -22.4% | -44.0% |
| 6M | -4.8% | -54.1% | +49.2% | +10.1% |
| YTD | +29.7% | -53.9% | +83.6% | +46.9% |
| 1Y | +35.8% | -64.4% | +100.2% | +63.2% |
| 3Y | -18.3% | -30.2% | +11.9% | -25.9% |
| All | -2.4% | -32.1% | +29.7% | -21.7% |
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 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