+96.7%
GD vs WING
+7.0%
+89.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.3% |
| 7D | -3.9% | +14.0% | -17.9% | -4.6% |
| 30D | +8.1% | +47.7% | -39.6% | +5.6% |
| 3M | -6.8% | +34.2% | -41.0% | -8.5% |
| 6M | +3.0% | +13.6% | -10.6% | +1.8% |
| YTD | +7.8% | -30.0% | +37.8% | +9.4% |
| 1Y | +5.8% | -33.9% | +39.7% | +7.7% |
| 3Y | +55.3% | -18.7% | +74.0% | +51.2% |
| 5Y | +96.7% | +5.5% | +91.1% | +74.7% |
| All | +96.7% | +7.0% | +89.6% | +74.7% |
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