+44.2%
GD vs WETO
-99.4%
+143.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.1% | +4.0% | -1.1% |
| 7D | -3.1% | -38.7% | +35.5% | -3.2% |
| 30D | -10.9% | -51.3% | +40.4% | -10.9% |
| 3M | +2.5% | -97.8% | +100.3% | +2.1% |
| 6M | -1.7% | -94.8% | +93.1% | -2.7% |
| YTD | +6.1% | -97.2% | +103.3% | +5.0% |
| 1Y | +11.7% | -98.9% | +110.6% | +10.5% |
| All | +44.2% | -99.4% | +143.6% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling