+15,201.0%
WWD vs GFI
+872.0%
+14,329.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | +0.6% | +4.7% | -4.1% | +0.3% |
| 30D | -5.1% | +14.4% | -19.5% | -6.2% |
| 3M | -11.2% | +32.5% | -43.8% | -13.4% |
| 6M | -12.0% | -7.2% | -4.9% | -11.9% |
| YTD | +12.0% | +10.9% | +1.1% | +10.3% |
| 1Y | +42.8% | +35.5% | +7.3% | +38.1% |
| 3Y | +168.9% | +312.1% | -143.2% | +135.4% |
| 5Y | +192.2% | +524.6% | -332.4% | +143.4% |
| 10Y | +495.3% | +1,092.7% | -597.5% | +347.3% |
| All | +15,201.0% | +872.0% | +14,329.0% | +11,476.9% |
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