+45.1%
WM vs GFI
+317.3%
-272.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | -0.9% | +5.7% | -6.6% | -1.0% |
| 30D | -4.3% | +15.6% | -20.0% | -4.6% |
| 3M | +0.8% | +31.5% | -30.8% | +0.4% |
| 6M | -10.8% | -3.7% | -7.0% | -10.4% |
| YTD | -0.1% | +11.2% | -11.3% | -0.3% |
| 1Y | +1.0% | +36.4% | -35.4% | -0.4% |
| 3Y | +45.1% | +313.5% | -268.4% | +35.6% |
| All | +45.1% | +317.3% | -272.2% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling