-7.8%
GFS vs WU
-45.4%
+37.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | +17.2% | -5.3% | +22.5% | +18.6% |
| 30D | -8.7% | +9.0% | -17.8% | -11.4% |
| 3M | -19.7% | -3.6% | -16.1% | -19.5% |
| 6M | -40.7% | -19.4% | -21.3% | -38.1% |
| YTD | +22.5% | -21.7% | +44.2% | +28.3% |
| 1Y | +25.2% | -16.1% | +41.3% | +27.5% |
| 3Y | -17.7% | -24.1% | +6.5% | -14.2% |
| 5Y | -23.5% | -44.1% | +20.6% | -9.9% |
| All | -7.8% | -45.4% | +37.7% | +8.4% |
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