+99.2%
WMT vs GFS
-21.4%
+120.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.5% | +3.2% | -5.7% | -2.6% |
| 30D | -6.4% | -9.6% | +3.1% | -6.1% |
| 3M | -12.1% | -38.5% | +26.4% | -10.7% |
| 6M | -15.0% | -1.3% | -13.7% | -17.3% |
| YTD | -4.5% | +31.8% | -36.3% | -9.5% |
| 1Y | +6.2% | +44.6% | -38.4% | -0.4% |
| All | +99.2% | -21.4% | +120.6% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling