-2.7%
GFS vs WPM
+295.0%
-297.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | +2.6% | +7.0% | -4.4% | +1.0% |
| 30D | -16.4% | +15.7% | -32.1% | -19.5% |
| 3M | -41.6% | +35.2% | -76.8% | -46.0% |
| 6M | -3.7% | +6.1% | -9.8% | -6.3% |
| YTD | +29.3% | +32.6% | -3.3% | +20.2% |
| 1Y | +37.1% | +46.9% | -9.8% | +24.4% |
| 3Y | -22.1% | +276.3% | -298.4% | -45.2% |
| All | -2.7% | +295.0% | -297.7% | -33.1% |
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