+62.1%
WM vs GFS
-23.1%
+85.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | +1.2% | +17.2% | -16.0% | +1.0% |
| 30D | +15.2% | -8.7% | +24.0% | +15.4% |
| 3M | +8.3% | -19.7% | +28.0% | +8.7% |
| 6M | +13.1% | -40.7% | +53.8% | +13.9% |
| YTD | +12.5% | +22.5% | -10.0% | +8.9% |
| 1Y | +21.8% | +25.2% | -3.4% | +17.6% |
| 3Y | +48.8% | -17.7% | +66.4% | +45.4% |
| 5Y | +62.1% | -23.5% | +85.6% | +54.4% |
| All | +62.1% | -23.1% | +85.2% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling