-16.4%
GFS vs WU
-43.6%
+27.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.0% | +8.2% | +6.7% |
| 7D | -7.8% | +11.7% | -19.5% | -10.8% |
| 30D | -19.7% | +12.6% | -32.3% | -22.6% |
| 3M | -23.1% | -0.5% | -22.6% | -23.5% |
| 6M | -46.4% | -18.2% | -28.2% | -44.1% |
| YTD | +11.0% | -19.0% | +30.0% | +15.4% |
| 1Y | +12.6% | -16.7% | +29.3% | +15.6% |
| 3Y | -24.9% | -21.0% | -3.9% | -22.5% |
| 5Y | -39.1% | -41.7% | +2.6% | -28.5% |
| All | -16.4% | -43.6% | +27.1% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling