+12.6%
GFS vs WWD
+21.1%
-8.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.4% | +2.8% | +4.6% |
| 7D | -7.8% | +4.2% | -12.0% | -9.1% |
| 30D | -19.7% | -2.1% | -17.5% | -18.6% |
| 3M | -23.1% | -13.2% | -9.9% | -18.4% |
| 6M | -46.4% | -16.9% | -29.5% | -42.4% |
| YTD | +11.0% | +5.2% | +5.8% | +16.7% |
| 1Y | +12.6% | +20.6% | -7.9% | +17.9% |
| All | +12.6% | +21.1% | -8.4% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling