+417.4%
WDC vs GFI
+45.3%
+372.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.6% | +7.4% | +6.5% |
| 7D | +1.7% | +3.1% | -1.4% | +0.2% |
| 30D | -10.0% | +27.1% | -37.1% | -19.7% |
| 3M | -18.8% | +21.2% | -39.9% | -26.4% |
| 6M | +79.0% | -4.5% | +83.5% | +77.2% |
| YTD | +171.6% | +11.7% | +159.8% | +151.3% |
| 1Y | +417.4% | +46.0% | +371.3% | +344.7% |
| All | +417.4% | +45.3% | +372.1% | +344.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling