+133.3%
WFC vs GFS
-21.4%
+154.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.6% |
| 7D | +0.4% | +4.5% | -4.1% | -0.2% |
| 30D | +2.5% | -8.2% | +10.6% | +3.8% |
| 3M | +10.0% | -38.9% | +48.8% | +17.8% |
| 6M | +15.1% | -2.9% | +17.9% | +10.4% |
| YTD | -2.2% | +31.8% | -34.0% | -13.4% |
| 1Y | +13.5% | +43.1% | -29.7% | -2.0% |
| All | +133.3% | -21.4% | +154.8% | +121.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling