+17.7%
GFS vs WPM
+38.8%
-21.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +12.0% | -17.9% | -9.7% |
| 7D | -12.5% | +3.9% | -16.4% | -13.7% |
| 30D | -16.9% | -3.5% | -13.4% | -16.0% |
| 3M | -22.3% | +14.1% | -36.4% | -26.4% |
| 6M | -40.2% | +6.2% | -46.5% | -42.0% |
| YTD | +16.0% | +12.4% | +3.6% | +13.1% |
| 1Y | +17.7% | +40.0% | -22.3% | +9.8% |
| All | +17.7% | +38.8% | -21.1% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 1y: compounded portfolio wealth divided by compounded WPM 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…
1y analysis · Full analysis span regression · 6 months rolling