+191.5%
GD vs WSM
+1,020.0%
-828.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.1% |
| 7D | -5.3% | -3.3% | -2.0% | -4.8% |
| 30D | -6.4% | -8.4% | +2.0% | -5.2% |
| 3M | +5.7% | +9.7% | -4.0% | +4.1% |
| 6M | -0.9% | +16.7% | -17.6% | -3.6% |
| YTD | +8.2% | +28.7% | -20.5% | +3.7% |
| 1Y | +13.4% | +13.7% | -0.2% | +10.6% |
| 3Y | +68.5% | +230.1% | -161.6% | +33.7% |
| 5Y | +97.2% | +179.0% | -81.8% | +56.1% |
| All | +191.5% | +1,020.0% | -828.4% | +61.9% |
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