+174.0%
GD vs WPM
+556.6%
-382.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.1% | +6.6% | +1.8% |
| 7D | -1.9% | +16.4% | -18.2% | -2.9% |
| 30D | +10.9% | -1.5% | +12.4% | +10.9% |
| 3M | -6.8% | +2.6% | -9.3% | -7.2% |
| 6M | +7.0% | -1.3% | +8.3% | +6.6% |
| YTD | +11.1% | +16.8% | -5.6% | +8.9% |
| 1Y | +7.0% | +34.1% | -27.1% | +3.8% |
| 3Y | +59.9% | +225.1% | -165.2% | +45.1% |
| 5Y | +102.5% | +234.5% | -132.0% | +82.0% |
| 10Y | +174.0% | +674.1% | -500.1% | +135.8% |
| All | +174.0% | +556.6% | -382.6% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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