+188.5%
GD vs WING
+679.4%
-490.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.5% |
| 7D | -5.0% | +9.0% | -14.0% | -5.7% |
| 30D | +8.9% | +39.9% | -31.0% | +5.6% |
| 3M | -8.0% | +40.4% | -48.5% | -11.2% |
| 6M | +2.9% | +12.9% | -10.0% | +0.9% |
| YTD | +7.1% | -31.1% | +38.1% | +9.3% |
| 1Y | +5.9% | -32.7% | +38.6% | +8.2% |
| 3Y | +53.9% | -19.8% | +73.7% | +48.9% |
| 5Y | +95.4% | +4.0% | +91.4% | +77.9% |
| All | +188.5% | +679.4% | -490.9% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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