+164.9%
GD vs WSM
+1,113.6%
-948.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.3% | -0.5% |
| 7D | +1.9% | -3.2% | +5.1% | +2.4% |
| 30D | +9.2% | +4.6% | +4.6% | +8.4% |
| 3M | -7.5% | +2.4% | -9.9% | -7.9% |
| 6M | +5.8% | +43.7% | -37.9% | 0.0% |
| YTD | +9.8% | +42.1% | -32.3% | +3.7% |
| 1Y | +5.8% | +32.3% | -26.5% | +0.9% |
| 3Y | +58.0% | +253.0% | -195.0% | +24.8% |
| 5Y | +100.4% | +161.3% | -60.9% | +62.4% |
| All | +164.9% | +1,113.6% | -948.7% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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