+5,997.9%
WPM vs GFI
+628.4%
+5,369.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.3% |
| 7D | +3.9% | +4.7% | -0.8% | +1.1% |
| 30D | +17.7% | +14.4% | +3.2% | +9.0% |
| 3M | +39.4% | +32.5% | +6.9% | +18.1% |
| 6M | +6.4% | -7.2% | +13.6% | +10.3% |
| YTD | +34.0% | +10.9% | +23.1% | +25.3% |
| 1Y | +50.5% | +35.5% | +15.1% | +23.8% |
| 3Y | +280.3% | +312.1% | -31.8% | +51.1% |
| 5Y | +266.3% | +524.6% | -258.3% | +1.4% |
| 10Y | +550.8% | +1,092.7% | -541.9% | -14.7% |
| All | +5,997.9% | +628.4% | +5,369.4% | +812.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling