+943.9%
GD vs WPM
+5,967.5%
-5,023.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.7% |
| 7D | -5.3% | +1.1% | -6.3% | -5.4% |
| 30D | -6.4% | +26.4% | -32.8% | -8.6% |
| 3M | +5.7% | +20.8% | -15.1% | +3.4% |
| 6M | -0.9% | +1.1% | -2.1% | -1.7% |
| YTD | +8.2% | +32.5% | -24.3% | +4.3% |
| 1Y | +13.4% | +51.5% | -38.1% | +7.7% |
| 3Y | +68.5% | +267.0% | -198.5% | +45.8% |
| 5Y | +97.2% | +250.1% | -153.0% | +69.8% |
| 10Y | +190.2% | +540.4% | -350.2% | +127.6% |
| All | +943.9% | +5,967.5% | -5,023.6% | +473.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling