+97.2%
GD vs WING
-34.0%
+131.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | -5.3% | -3.9% | -1.4% | -5.1% |
| 30D | -6.4% | -11.6% | +5.1% | -5.9% |
| 3M | +5.7% | -24.2% | +29.9% | +7.1% |
| 6M | -0.9% | -54.1% | +53.1% | +3.3% |
| YTD | +8.2% | -53.9% | +62.1% | +12.5% |
| 1Y | +13.4% | -64.4% | +77.8% | +19.7% |
| 3Y | +68.5% | -30.2% | +98.7% | +64.5% |
| All | +97.2% | -34.0% | +131.2% | +82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling