+53.9%
GD vs WSM
+245.0%
-191.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | -0.5% |
| 7D | -5.0% | +0.5% | -5.5% | -5.0% |
| 30D | +8.9% | +6.0% | +2.9% | +8.4% |
| 3M | -8.0% | +3.2% | -11.3% | -8.3% |
| 6M | +2.9% | +37.1% | -34.2% | +0.2% |
| YTD | +7.1% | +44.2% | -37.1% | +3.8% |
| 1Y | +5.9% | +34.2% | -28.3% | +3.2% |
| 3Y | +53.9% | +249.3% | -195.4% | +43.2% |
| All | +53.9% | +245.0% | -191.2% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling