-12.1%
GFS vs WWD
+210.4%
-222.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | -5.3% | +0.4% | -5.7% | -5.2% |
| 30D | -15.8% | -0.4% | -15.4% | -15.3% |
| 3M | -18.6% | -6.1% | -12.5% | -15.5% |
| 6M | -45.0% | -9.5% | -35.5% | -42.1% |
| YTD | +16.8% | +10.8% | +6.0% | +8.4% |
| 1Y | +17.8% | +23.5% | -5.7% | +1.6% |
| 3Y | -21.5% | +151.3% | -172.8% | -57.9% |
| 5Y | -29.3% | +187.8% | -217.2% | -64.8% |
| All | -12.1% | +210.4% | -222.5% | -57.9% |
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