-19.4%
GFS vs WWD
+166.3%
-185.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +1.0% |
| 7D | +1.0% | +1.3% | -0.3% | +0.4% |
| 30D | -8.6% | -7.2% | -1.4% | -5.3% |
| 3M | -46.5% | -3.8% | -42.7% | -45.8% |
| 6M | -4.8% | -9.9% | +5.1% | -1.0% |
| YTD | +29.7% | +14.8% | +14.8% | +20.2% |
| 1Y | +35.8% | +42.1% | -6.2% | +12.0% |
| All | -19.4% | +166.3% | -185.7% | -48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling