+17,600.4%
WDC vs GFI
+660.1%
+16,940.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.6% | -4.2% |
| 7D | +4.4% | -5.1% | +9.6% | +4.8% |
| 30D | +5.3% | +13.4% | -8.1% | +4.3% |
| 3M | -5.9% | +36.2% | -42.2% | -8.0% |
| 6M | +73.2% | -9.8% | +83.1% | +73.7% |
| YTD | +167.8% | +7.7% | +160.2% | +166.0% |
| 1Y | +386.0% | +27.2% | +358.8% | +377.8% |
| 3Y | +1,309.7% | +300.3% | +1,009.4% | +1,190.2% |
| 5Y | +957.1% | +539.8% | +417.3% | +831.8% |
| 10Y | +1,246.7% | +1,058.5% | +188.2% | +1,015.5% |
| All | +17,600.4% | +660.1% | +16,940.3% | +16,080.0% |
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