+177.4%
GD vs WAB
+305.5%
-128.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.1% | -2.9% | +0.4% |
| 7D | -3.0% | +4.0% | -7.0% | -4.5% |
| 30D | +9.3% | +4.5% | +4.8% | +7.3% |
| 3M | -7.2% | +2.3% | -9.5% | -8.3% |
| 6M | +5.5% | +12.5% | -7.0% | 0.0% |
| YTD | +9.5% | +40.2% | -30.7% | -5.0% |
| 1Y | +6.4% | +45.2% | -38.8% | -9.0% |
| 3Y | +59.8% | +171.8% | -112.0% | +4.9% |
| 5Y | +98.0% | +217.6% | -119.6% | +19.6% |
| 10Y | +177.4% | +285.3% | -107.9% | +36.1% |
| All | +177.4% | +305.5% | -128.1% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling