+8,598.6%
WFC vs GFI
+682.6%
+7,916.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.0% |
| 7D | +0.4% | +4.7% | -4.2% | +0.3% |
| 30D | +2.5% | +14.4% | -12.0% | +2.1% |
| 3M | +10.0% | +32.5% | -22.5% | +9.2% |
| 6M | +15.1% | -7.2% | +22.2% | +15.0% |
| YTD | -2.2% | +10.9% | -13.1% | -2.7% |
| 1Y | +13.5% | +35.5% | -22.0% | +12.3% |
| 3Y | +135.2% | +312.1% | -176.9% | +126.0% |
| 5Y | +128.3% | +524.6% | -396.3% | +115.9% |
| 10Y | +142.4% | +1,092.7% | -950.3% | +121.0% |
| All | +8,598.6% | +682.6% | +7,916.0% | +8,207.9% |
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