-12.3%
GFS vs WPM
+266.6%
-278.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.6% | -0.7% | +3.6% |
| 7D | -3.1% | +20.8% | -23.9% | -7.7% |
| 30D | -16.0% | +3.8% | -19.8% | -16.9% |
| 3M | -24.7% | +7.4% | -32.1% | -26.3% |
| 6M | -45.1% | +4.0% | -49.1% | -46.2% |
| YTD | +16.5% | +23.0% | -6.6% | +10.0% |
| 1Y | +19.3% | +45.9% | -26.6% | +8.9% |
| 3Y | -20.0% | +242.9% | -262.9% | -42.4% |
| 5Y | -32.0% | +259.5% | -291.5% | -53.4% |
| All | -12.3% | +266.6% | -278.9% | -38.8% |
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 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