+48.7%
WM vs GFI
+214.8%
-166.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +3.2% | -8.7% | +11.9% | +3.3% |
| 30D | +13.0% | +0.6% | +12.4% | +13.0% |
| 3M | +9.2% | -7.5% | +16.7% | +9.2% |
| 6M | +13.6% | -18.3% | +32.0% | +14.1% |
| YTD | +12.4% | -13.8% | +26.2% | +12.4% |
| 1Y | +21.2% | -8.8% | +30.1% | +21.0% |
| 3Y | +48.7% | +215.8% | -167.2% | +44.4% |
| All | +48.7% | +214.8% | -166.2% | +44.4% |
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