+188.5%
GD vs WU
-36.0%
+224.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.1% |
| 7D | -5.0% | +11.7% | -16.7% | -7.9% |
| 30D | +8.9% | +12.6% | -3.7% | +5.2% |
| 3M | -8.0% | -0.5% | -7.6% | -8.3% |
| 6M | +2.9% | -18.2% | +21.1% | +7.3% |
| YTD | +7.1% | -19.0% | +26.1% | +11.4% |
| 1Y | +5.9% | -16.7% | +22.6% | +9.0% |
| 3Y | +53.9% | -21.0% | +74.9% | +57.1% |
| 5Y | +95.4% | -41.7% | +137.1% | +116.1% |
| All | +188.5% | -36.0% | +224.5% | +215.0% |
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