+26.5%
WWD vs GFI
+6.9%
+19.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.3% | -8.2% | -3.4% |
| 7D | +7.3% | +1.4% | +5.9% | +6.8% |
| 30D | -2.0% | +3.0% | -4.9% | -2.8% |
| 3M | -12.6% | +10.2% | -22.8% | -15.7% |
| 6M | -8.4% | -10.1% | +1.6% | -7.4% |
| YTD | +8.2% | -11.4% | +19.6% | +8.6% |
| 1Y | +26.5% | +8.4% | +18.1% | +22.1% |
| All | +26.5% | +6.9% | +19.6% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling