+188.7%
GD vs WU
-40.1%
+228.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -5.3% | -0.8% | -4.4% | -5.1% |
| 30D | -6.4% | -1.1% | -5.3% | -6.3% |
| 3M | +5.7% | -3.9% | +9.6% | +5.5% |
| 6M | -0.9% | -20.7% | +19.7% | +4.4% |
| YTD | +8.2% | -18.4% | +26.5% | +12.7% |
| 1Y | +13.4% | -8.1% | +21.5% | +13.2% |
| 3Y | +68.5% | -24.2% | +92.7% | +74.4% |
| 5Y | +97.2% | -50.4% | +147.6% | +134.4% |
| All | +188.7% | -40.1% | +228.8% | +213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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