+12.6%
GFS vs WU
-16.0%
+28.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.0% | +8.2% | +6.0% |
| 7D | -7.8% | +11.7% | -19.5% | -6.9% |
| 30D | -19.7% | +12.6% | -32.3% | -18.8% |
| 3M | -23.1% | -0.5% | -22.6% | -22.5% |
| 6M | -46.4% | -18.2% | -28.2% | -45.7% |
| YTD | +11.0% | -19.0% | +30.0% | +10.7% |
| 1Y | +12.6% | -16.7% | +29.3% | +11.0% |
| All | +12.6% | -16.0% | +28.7% | +11.0% |
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