-12.3%
GFS vs WWD
+209.3%
-221.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.9% | 0.0% | +2.1% |
| 7D | -3.1% | +4.2% | -7.3% | -5.0% |
| 30D | -16.0% | -0.8% | -15.2% | -15.4% |
| 3M | -24.7% | -8.2% | -16.5% | -20.8% |
| 6M | -45.1% | -9.8% | -35.3% | -42.1% |
| YTD | +16.5% | +10.4% | +6.1% | +8.4% |
| 1Y | +19.3% | +25.5% | -6.1% | +2.0% |
| 3Y | -20.0% | +155.8% | -175.8% | -57.5% |
| 5Y | -32.0% | +187.3% | -219.3% | -66.1% |
| All | -12.3% | +209.3% | -221.6% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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