-7.8%
GFS vs WSM
+199.9%
-207.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +3.9% | +1.2% |
| 7D | +17.2% | -3.2% | +20.4% | +18.6% |
| 30D | -8.7% | +4.6% | -13.4% | -10.8% |
| 3M | -19.7% | +2.4% | -22.1% | -20.9% |
| 6M | -40.7% | +43.7% | -84.4% | -49.2% |
| YTD | +22.5% | +42.1% | -19.6% | +4.8% |
| 1Y | +25.2% | +32.3% | -7.0% | +10.0% |
| 3Y | -17.7% | +253.0% | -270.7% | -56.9% |
| 5Y | -23.5% | +161.3% | -184.8% | -51.6% |
| All | -7.8% | +199.9% | -207.7% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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