+188.7%
GD vs WAT
+161.1%
+27.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -5.3% | -1.3% | -4.0% | -4.9% |
| 30D | -6.4% | +2.3% | -8.8% | -7.1% |
| 3M | +5.7% | +8.7% | -3.0% | +3.0% |
| 6M | -0.9% | +28.3% | -29.3% | -8.5% |
| YTD | +8.2% | +7.8% | +0.4% | +4.6% |
| 1Y | +13.4% | +36.6% | -23.2% | +2.0% |
| 3Y | +68.5% | +45.7% | +22.8% | +42.5% |
| 5Y | +97.2% | -3.3% | +100.5% | +89.1% |
| All | +188.7% | +161.1% | +27.6% | +84.4% |
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