+916.1%
WDC vs GFI
+524.1%
+392.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.8% |
| 7D | -4.3% | -4.9% | +0.5% | -3.4% |
| 30D | -1.5% | +10.7% | -12.2% | -3.6% |
| 3M | -15.5% | +25.6% | -41.1% | -19.6% |
| 6M | +66.5% | -8.3% | +74.7% | +66.5% |
| YTD | +159.9% | +6.3% | +153.5% | +155.7% |
| 1Y | +366.0% | +22.1% | +343.9% | +350.7% |
| 3Y | +1,285.8% | +289.2% | +996.6% | +1,074.6% |
| All | +916.1% | +524.1% | +392.0% | +659.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling