+19,650.5%
GD vs WSM
+38,956.5%
-19,305.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | -0.5% |
| 7D | -5.0% | +0.5% | -5.5% | -5.1% |
| 30D | +8.9% | +6.0% | +2.9% | +8.2% |
| 3M | -8.0% | +3.2% | -11.3% | -8.5% |
| 6M | +2.9% | +37.1% | -34.2% | -0.8% |
| YTD | +7.1% | +44.2% | -37.1% | +2.5% |
| 1Y | +5.9% | +34.2% | -28.3% | +2.1% |
| 3Y | +53.9% | +249.3% | -195.4% | +30.6% |
| 5Y | +95.4% | +169.3% | -73.9% | +67.1% |
| 10Y | +193.5% | +1,241.2% | -1,047.7% | +103.5% |
| All | +19,650.5% | +38,956.5% | -19,305.9% | +10,953.0% |
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