+19,851.2%
GD vs WSM
+34,755.7%
-14,904.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.0% |
| 7D | -5.3% | -3.3% | -2.0% | -4.9% |
| 30D | -6.4% | -8.4% | +2.0% | -5.5% |
| 3M | +5.7% | +9.7% | -4.0% | +4.5% |
| 6M | -0.9% | +16.7% | -17.6% | -2.9% |
| YTD | +8.2% | +28.7% | -20.5% | +4.9% |
| 1Y | +13.4% | +13.7% | -0.2% | +11.3% |
| 3Y | +68.5% | +230.1% | -161.6% | +43.9% |
| 5Y | +97.2% | +179.0% | -81.8% | +67.9% |
| 10Y | +190.2% | +1,002.5% | -812.3% | +105.5% |
| All | +19,851.2% | +34,755.7% | -14,904.5% | +11,215.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling