-38.5%
GFS vs WWD
+161.2%
-199.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -6.0% | -3.9% | -6.5% |
| 7D | -20.7% | -2.6% | -18.1% | -19.3% |
| 30D | -25.2% | -7.7% | -17.5% | -21.7% |
| 3M | -26.3% | -17.7% | -8.6% | -17.7% |
| 6M | -50.7% | -15.9% | -34.8% | -46.1% |
| YTD | +4.5% | +1.8% | +2.8% | +1.8% |
| 1Y | +2.5% | +17.4% | -15.0% | -9.1% |
| 3Y | -30.9% | +137.1% | -168.0% | -61.5% |
| All | -38.5% | +161.2% | -199.7% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling