+17.5%
GFS vs WSM
+34.5%
-17.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.0% | +1.9% | +3.7% |
| 7D | -3.1% | +0.9% | -4.0% | -3.4% |
| 30D | -16.0% | +8.6% | -24.6% | -19.2% |
| 3M | -24.7% | +4.2% | -28.9% | -26.3% |
| 6M | -45.1% | +44.6% | -89.7% | -55.0% |
| YTD | +16.5% | +48.5% | -32.0% | -8.6% |
| All | +17.5% | +34.5% | -17.1% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling