+44.8%
GD vs WETO
-99.4%
+144.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.1% | -6.6% | +0.5% |
| 7D | -3.2% | -19.9% | +16.7% | -3.2% |
| 30D | -9.6% | -42.7% | +33.1% | -9.6% |
| 3M | +4.3% | -97.7% | +102.0% | +3.9% |
| 6M | +0.5% | -94.4% | +95.0% | -0.5% |
| YTD | +6.6% | -97.0% | +103.6% | +5.5% |
| 1Y | +11.6% | -98.9% | +110.4% | +10.4% |
| All | +44.8% | -99.4% | +144.2% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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