-4.8%
GFS vs WSM
+13.6%
-18.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +0.3% |
| 7D | +1.0% | -3.3% | +4.3% | +3.0% |
| 30D | -8.6% | -8.4% | -0.2% | -3.7% |
| 3M | -46.5% | +9.7% | -56.2% | -50.5% |
| 6M | -4.8% | +16.7% | -21.5% | -17.7% |
| All | -4.8% | +13.6% | -18.4% | -17.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling