+127.7%
WMT vs GFS
-2.1%
+129.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.3% |
| 7D | -0.2% | +4.5% | -4.7% | -0.5% |
| 30D | -5.8% | -8.2% | +2.4% | -5.5% |
| 3M | -10.8% | -38.9% | +28.1% | -8.8% |
| 6M | -14.3% | -2.9% | -11.5% | -15.8% |
| YTD | -4.4% | +31.8% | -36.2% | -8.3% |
| 1Y | +4.3% | +43.1% | -38.8% | -0.7% |
| 3Y | +100.1% | -20.6% | +120.7% | +94.7% |
| All | +127.7% | -2.1% | +129.8% | +113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling