+188.7%
GD vs WAB
+291.6%
-102.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | -5.3% | -3.2% | -2.0% | -4.1% |
| 30D | -6.4% | -4.4% | -2.0% | -4.9% |
| 3M | +5.7% | +7.9% | -2.2% | +2.2% |
| 6M | -0.9% | +8.7% | -9.7% | -4.9% |
| YTD | +8.2% | +33.0% | -24.8% | -4.0% |
| 1Y | +13.4% | +46.7% | -33.2% | -3.2% |
| 3Y | +68.5% | +153.0% | -84.5% | +13.8% |
| 5Y | +97.2% | +222.3% | -125.1% | +18.4% |
| All | +188.7% | +291.6% | -102.9% | +42.0% |
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