-12.3%
GFS vs WU
-43.7%
+31.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.0% |
| 7D | -3.1% | +9.1% | -12.2% | -5.6% |
| 30D | -16.0% | +12.1% | -28.1% | -19.0% |
| 3M | -24.7% | +0.3% | -25.0% | -25.2% |
| 6M | -45.1% | -19.1% | -26.0% | -42.5% |
| YTD | +16.5% | -19.2% | +35.7% | +21.1% |
| 1Y | +19.3% | -15.3% | +34.6% | +21.6% |
| 3Y | -20.0% | -21.3% | +1.4% | -17.3% |
| 5Y | -32.0% | -41.7% | +9.6% | -20.2% |
| All | -12.3% | -43.7% | +31.4% | +2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling