-2.4%
GFS vs WSM
+171.6%
-174.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +0.7% |
| 7D | +1.0% | -3.3% | +4.3% | +2.3% |
| 30D | -8.6% | -8.4% | -0.2% | -5.3% |
| 3M | -46.5% | +9.7% | -56.2% | -48.7% |
| 6M | -4.8% | +16.7% | -21.5% | -11.0% |
| YTD | +29.7% | +28.7% | +1.0% | +16.1% |
| 1Y | +35.8% | +13.7% | +22.2% | +27.3% |
| 3Y | -18.3% | +230.1% | -248.4% | -56.3% |
| All | -2.4% | +171.6% | -174.0% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling