+310.4%
WM vs GFI
+1,023.9%
-713.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -1.2% | +4.7% | -5.9% | -1.3% |
| 30D | -4.5% | +14.4% | -18.9% | -4.8% |
| 3M | -2.2% | +32.5% | -34.7% | -3.0% |
| 6M | -11.5% | -7.2% | -4.3% | -11.4% |
| YTD | -0.7% | +10.9% | -11.5% | -1.3% |
| 1Y | +0.3% | +35.5% | -35.1% | -1.1% |
| 3Y | +44.2% | +312.1% | -267.9% | +36.3% |
| 5Y | +51.6% | +524.6% | -473.0% | +41.0% |
| 10Y | +310.4% | +1,092.7% | -782.3% | +297.6% |
| All | +310.4% | +1,023.9% | -713.5% | +297.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling