+7.0%
WMT vs GFS
+37.2%
-30.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.1% |
| 7D | +3.9% | +1.0% | +2.9% | +4.0% |
| 30D | -4.4% | -8.6% | +4.2% | -4.6% |
| 3M | -8.8% | -46.5% | +37.8% | -10.0% |
| 6M | -15.6% | -4.8% | -10.8% | -18.9% |
| YTD | -3.2% | +29.7% | -32.9% | -7.5% |
| 1Y | +7.0% | +35.8% | -28.8% | +2.3% |
| All | +7.0% | +37.2% | -30.2% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling