+135.9%
WMT vs GFI
+524.1%
-388.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | 0.0% | -4.9% | +4.9% | +0.1% |
| 30D | -7.4% | +10.7% | -18.1% | -7.7% |
| 3M | -10.9% | +25.6% | -36.5% | -11.5% |
| 6M | -12.7% | -8.3% | -4.4% | -12.6% |
| YTD | -3.2% | +6.3% | -9.5% | -3.8% |
| 1Y | +5.3% | +22.1% | -16.8% | +4.0% |
| 3Y | +101.9% | +289.2% | -187.3% | +89.9% |
| All | +135.9% | +524.1% | -388.2% | +120.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling