+174.0%
GD vs WAT
+228.2%
-54.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -1.9% | +3.4% | -5.3% | -2.8% |
| 30D | +10.9% | +9.6% | +1.3% | +8.0% |
| 3M | -6.8% | +15.5% | -22.2% | -10.6% |
| 6M | +7.0% | +33.9% | -26.9% | -1.9% |
| YTD | +11.1% | +25.2% | -14.1% | +2.8% |
| 1Y | +7.0% | +26.3% | -19.2% | -1.2% |
| 3Y | +59.9% | +85.8% | -25.9% | +25.2% |
| 5Y | +102.5% | +35.3% | +67.2% | +72.4% |
| 10Y | +174.0% | +231.8% | -57.8% | +62.0% |
| All | +174.0% | +228.2% | -54.1% | +62.0% |
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