-12.1%
GFS vs WU
-43.1%
+31.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | -5.3% | +11.0% | -16.3% | -8.2% |
| 30D | -15.8% | +13.4% | -29.2% | -19.0% |
| 3M | -18.6% | +2.2% | -20.9% | -19.6% |
| 6M | -45.0% | -18.2% | -26.8% | -42.5% |
| YTD | +16.8% | -18.3% | +35.1% | +21.1% |
| 1Y | +17.8% | -12.2% | +30.0% | +18.6% |
| 3Y | -21.5% | -20.8% | -0.7% | -19.0% |
| 5Y | -29.3% | -42.6% | +13.2% | -17.8% |
| All | -12.1% | -43.1% | +31.0% | +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