+10,605.7%
WAT vs GFI
+763.8%
+9,841.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -1.8% | +4.7% | -6.5% | -1.9% |
| 30D | -1.7% | +14.4% | -16.1% | -2.0% |
| 3M | +9.1% | +32.5% | -23.4% | +8.2% |
| 6M | +32.4% | -7.2% | +39.6% | +32.4% |
| YTD | +6.6% | +10.9% | -4.3% | +6.0% |
| 1Y | +34.7% | +35.5% | -0.8% | +33.1% |
| 3Y | +53.6% | +312.1% | -258.5% | +46.9% |
| 5Y | -4.1% | +524.6% | -528.7% | -9.4% |
| 10Y | +167.9% | +1,092.7% | -924.9% | +147.4% |
| All | +10,605.7% | +763.8% | +9,841.9% | +11,325.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 all: compounded portfolio wealth divided by compounded GFI 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…
all analysis · Full analysis span regression · 6 months rolling