-7.8%
GFS vs WPM
+235.6%
-243.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.1% |
| 7D | +17.2% | -0.5% | +17.7% | +17.3% |
| 30D | -8.7% | -3.1% | -5.6% | -8.3% |
| 3M | -19.7% | -2.2% | -17.5% | -19.7% |
| 6M | -40.7% | -7.4% | -33.3% | -40.3% |
| YTD | +22.5% | +12.6% | +9.9% | +18.1% |
| 1Y | +25.2% | +22.8% | +2.4% | +18.5% |
| 3Y | -17.7% | +213.6% | -231.3% | -39.5% |
| 5Y | -23.5% | +211.2% | -234.7% | -48.6% |
| All | -7.8% | +235.6% | -243.4% | -34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling