-12.3%
GFS vs WY
-27.9%
+15.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.5% |
| 7D | -3.1% | -0.8% | -2.4% | -3.2% |
| 30D | -16.0% | +10.6% | -26.7% | -22.0% |
| 3M | -24.7% | -16.6% | -8.1% | -16.8% |
| 6M | -45.1% | -8.6% | -36.5% | -44.0% |
| YTD | +16.5% | -8.4% | +24.9% | +17.3% |
| 1Y | +19.3% | -5.1% | +24.4% | +16.7% |
| 3Y | -20.0% | -21.9% | +2.0% | -13.1% |
| 5Y | -32.0% | -31.3% | -0.7% | -15.1% |
| All | -12.3% | -27.9% | +15.5% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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