-20.1%
GFS vs WPM
+214.5%
-234.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +7.4% | -3.6% | +10.9% | +8.3% |
| 30D | -15.3% | +1.4% | -16.7% | -15.6% |
| 3M | -21.1% | -0.2% | -20.9% | -21.5% |
| 6M | -44.5% | -7.3% | -37.2% | -44.2% |
| YTD | +19.2% | +12.3% | +6.9% | +16.0% |
| 1Y | +27.2% | +24.9% | +2.3% | +21.7% |
| 3Y | -20.1% | +210.4% | -230.5% | -42.0% |
| All | -20.1% | +214.5% | -234.6% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling