+177.4%
GD vs WSM
+1,313.8%
-1,136.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.7% | +1.8% |
| 7D | -3.0% | +0.9% | -3.9% | -3.2% |
| 30D | +9.3% | +8.6% | +0.7% | +7.9% |
| 3M | -7.2% | +4.2% | -11.4% | -7.9% |
| 6M | +5.5% | +44.6% | -39.2% | -0.4% |
| YTD | +9.5% | +48.5% | -39.0% | +2.8% |
| 1Y | +6.4% | +34.7% | -28.2% | +1.2% |
| 3Y | +59.8% | +271.0% | -211.2% | +25.2% |
| 5Y | +98.0% | +180.9% | -83.0% | +58.3% |
| 10Y | +177.4% | +1,235.4% | -1,058.0% | +54.1% |
| All | +177.4% | +1,313.8% | -1,136.5% | +54.1% |
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