+23.6%
GFS vs WU
-15.1%
+38.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.0% | +8.5% | +5.1% |
| 7D | +6.2% | +2.1% | +4.1% | +6.5% |
| 30D | -11.4% | +10.1% | -21.5% | -10.7% |
| 3M | -15.5% | -1.1% | -14.3% | -15.0% |
| 6M | -42.6% | -19.8% | -22.8% | -42.1% |
| YTD | +23.2% | -20.8% | +44.0% | +22.2% |
| 1Y | +23.6% | -15.1% | +38.7% | +18.6% |
| All | +23.6% | -15.1% | +38.7% | +18.6% |
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