+35.8%
GFS vs WU
-8.3%
+44.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.5% |
| 7D | +1.0% | -0.8% | +1.8% | +1.0% |
| 30D | -8.6% | -1.1% | -7.5% | -8.6% |
| 3M | -46.5% | -3.9% | -42.7% | -47.0% |
| 6M | -4.8% | -20.7% | +15.8% | -4.6% |
| YTD | +29.7% | -18.4% | +48.0% | +28.9% |
| 1Y | +35.8% | -8.1% | +43.9% | +31.9% |
| All | +35.8% | -8.3% | +44.1% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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