+165.2%
GD vs WSM
+1,131.4%
-966.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | +2.7% | 0.0% | +2.7% | +2.6% |
| 30D | +8.6% | +5.1% | +3.5% | +7.7% |
| 3M | -7.1% | +5.1% | -12.2% | -7.9% |
| 6M | +7.5% | +48.6% | -41.1% | +1.1% |
| YTD | +9.9% | +44.2% | -34.3% | +3.6% |
| 1Y | +7.6% | +38.1% | -30.5% | +2.0% |
| 3Y | +56.2% | +257.2% | -201.0% | +23.1% |
| 5Y | +100.6% | +165.1% | -64.5% | +62.2% |
| All | +165.2% | +1,131.4% | -966.2% | +51.5% |
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