+188.5%
GD vs WAT
+227.3%
-38.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -5.0% | -1.1% | -3.9% | -4.7% |
| 30D | +8.9% | +5.0% | +4.0% | +7.4% |
| 3M | -8.0% | +14.5% | -22.5% | -11.7% |
| 6M | +2.9% | +30.9% | -28.0% | -5.1% |
| YTD | +7.1% | +20.5% | -13.4% | +0.1% |
| 1Y | +5.9% | +23.3% | -17.4% | -1.7% |
| 3Y | +53.9% | +81.5% | -27.6% | +21.0% |
| 5Y | +95.4% | +33.4% | +62.0% | +66.4% |
| All | +188.5% | +227.3% | -38.8% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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