+54.9%
GD vs WING
-18.5%
+73.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.3% |
| 7D | -3.9% | +14.0% | -17.9% | -4.4% |
| 30D | +8.1% | +47.7% | -39.6% | +6.5% |
| 3M | -6.8% | +34.2% | -41.0% | -7.9% |
| 6M | +3.0% | +13.6% | -10.6% | +2.3% |
| YTD | +7.8% | -30.0% | +37.8% | +9.1% |
| 1Y | +5.8% | -33.9% | +39.7% | +7.3% |
| All | +54.9% | -18.5% | +73.3% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling