-2.7%
GFS vs WY
-22.6%
+19.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | +0.7% |
| 7D | +2.6% | -2.1% | +4.7% | +4.0% |
| 30D | -16.4% | -10.5% | -5.9% | -10.3% |
| 3M | -41.6% | -4.9% | -36.7% | -40.6% |
| 6M | -3.7% | -4.9% | +1.2% | -2.4% |
| YTD | +29.3% | -1.7% | +31.0% | +26.5% |
| 1Y | +37.1% | -9.4% | +46.5% | +42.3% |
| 3Y | -22.1% | -22.3% | +0.2% | -12.2% |
| All | -2.7% | -22.6% | +19.9% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling