+626.3%
WY vs GFI
+660.1%
-33.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -2.5% |
| 7D | -3.7% | -5.1% | +1.5% | -3.4% |
| 30D | -11.3% | +13.4% | -24.7% | -12.0% |
| 3M | -8.1% | +36.2% | -44.4% | -10.0% |
| 6M | -7.4% | -9.8% | +2.4% | -7.3% |
| YTD | -4.7% | +7.7% | -12.4% | -5.8% |
| 1Y | -9.2% | +27.2% | -36.4% | -11.4% |
| 3Y | -24.7% | +300.3% | -325.0% | -32.2% |
| 5Y | -21.6% | +539.8% | -561.3% | -32.1% |
| 10Y | +6.7% | +1,058.5% | -1,051.8% | -13.7% |
| All | +626.3% | +660.1% | -33.8% | +497.7% |
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