+7.0%
WMT vs GFI
+45.3%
-38.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.2% |
| 7D | +3.9% | +3.1% | +0.8% | +3.9% |
| 30D | -4.4% | +27.1% | -31.5% | -4.3% |
| 3M | -8.8% | +21.2% | -30.0% | -8.6% |
| 6M | -15.6% | -4.5% | -11.1% | -15.5% |
| YTD | -3.2% | +11.7% | -14.9% | -2.6% |
| 1Y | +7.0% | +46.0% | -39.0% | +9.5% |
| All | +7.0% | +45.3% | -38.2% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling