-7.3%
GFS vs WPM
+245.3%
-252.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.7% |
| 7D | +6.2% | +3.1% | +3.1% | +5.4% |
| 30D | -11.4% | -1.8% | -9.5% | -11.2% |
| 3M | -15.5% | +1.0% | -16.5% | -16.2% |
| 6M | -42.6% | -5.4% | -37.2% | -42.5% |
| YTD | +23.2% | +15.9% | +7.3% | +17.9% |
| 1Y | +23.6% | +30.8% | -7.2% | +15.4% |
| 3Y | -17.2% | +222.6% | -239.9% | -39.6% |
| 5Y | -23.4% | +227.4% | -250.8% | -48.1% |
| All | -7.3% | +245.3% | -252.6% | -34.4% |
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