+170.5%
GD vs WPM
+659.5%
-488.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +0.6% | +3.1% | -2.5% | +0.4% |
| 30D | +9.5% | -1.8% | +11.3% | +9.5% |
| 3M | -5.8% | +1.0% | -6.8% | -6.2% |
| 6M | +7.7% | -5.4% | +13.2% | +7.6% |
| YTD | +11.1% | +15.9% | -4.8% | +8.8% |
| 1Y | +6.1% | +30.8% | -24.7% | +3.0% |
| 3Y | +59.8% | +222.6% | -162.8% | +44.7% |
| 5Y | +104.6% | +227.4% | -122.8% | +83.6% |
| 10Y | +170.5% | +757.8% | -587.3% | +131.8% |
| All | +170.5% | +659.5% | -488.9% | +131.8% |
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