+221.5%
GD vs WING
+667.7%
-446.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.2% |
| 7D | -3.9% | +14.0% | -17.9% | -5.1% |
| 30D | +8.1% | +47.7% | -39.6% | +4.1% |
| 3M | -6.8% | +34.2% | -41.0% | -9.7% |
| 6M | +3.0% | +13.6% | -10.6% | +0.9% |
| YTD | +7.8% | -30.0% | +37.8% | +9.9% |
| 1Y | +5.8% | -33.9% | +39.7% | +8.4% |
| 3Y | +55.3% | -18.7% | +74.0% | +50.1% |
| 5Y | +96.7% | +5.5% | +91.1% | +78.6% |
| 10Y | +195.4% | +696.2% | -500.8% | +93.2% |
| All | +221.5% | +667.7% | -446.2% | +107.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling