-2.7%
GFS vs WU
-44.5%
+41.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.5% |
| 7D | +2.6% | -0.8% | +3.5% | +2.8% |
| 30D | -16.4% | -1.1% | -15.3% | -16.2% |
| 3M | -41.6% | -1.8% | -39.8% | -42.6% |
| 6M | -3.7% | -23.9% | +20.2% | +3.4% |
| YTD | +29.3% | -20.4% | +49.7% | +35.7% |
| 1Y | +37.1% | -10.6% | +47.7% | +36.2% |
| 3Y | -22.1% | -27.7% | +5.6% | -17.0% |
| All | -2.7% | -44.5% | +41.9% | +14.7% |
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