+142.1%
WBD vs GFI
+287.6%
-145.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -0.7% | -4.9% | +4.1% | -0.3% |
| 30D | +1.4% | +10.7% | -9.3% | +0.3% |
| 3M | +4.4% | +25.6% | -21.2% | +1.7% |
| 6M | +0.8% | -8.3% | +9.1% | +1.1% |
| YTD | -2.7% | +6.3% | -9.0% | -5.0% |
| 1Y | +73.4% | +22.1% | +51.3% | +63.9% |
| 3Y | +142.1% | +289.2% | -147.0% | +70.4% |
| All | +142.1% | +287.6% | -145.5% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling