+26,336.4%
WM vs GFI
+688.7%
+25,647.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | -1.2% |
| 7D | -0.3% | +3.1% | -3.4% | -0.4% |
| 30D | -2.4% | +27.1% | -29.5% | -3.1% |
| 3M | +0.4% | +21.2% | -20.7% | -0.2% |
| 6M | -9.5% | -4.5% | -5.0% | -9.6% |
| YTD | +0.5% | +11.7% | -11.2% | -0.2% |
| 1Y | -1.1% | +46.0% | -47.1% | -2.7% |
| 3Y | +46.0% | +309.6% | -263.5% | +38.5% |
| 5Y | +51.8% | +506.0% | -454.2% | +41.4% |
| 10Y | +307.5% | +1,009.2% | -701.7% | +267.4% |
| All | +26,336.4% | +688.7% | +25,647.6% | +21,803.3% |
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