+586.2%
WDC vs GFS
-11.4%
+597.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.7% | -2.3% | -3.7% |
| 7D | +12.1% | +7.4% | +4.7% | +8.7% |
| 30D | -18.8% | -15.3% | -3.5% | -11.7% |
| 3M | -39.3% | -21.1% | -18.2% | -32.4% |
| 6M | -40.1% | -44.5% | +4.4% | -21.5% |
| YTD | +71.8% | +19.2% | +52.6% | +64.5% |
| 1Y | +88.5% | +27.2% | +61.2% | +76.1% |
| 3Y | +770.0% | -20.1% | +790.1% | +821.6% |
| 5Y | +549.0% | -25.6% | +574.6% | +614.2% |
| All | +586.2% | -11.4% | +597.6% | +670.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling