+164.9%
GD vs WU
-39.7%
+204.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | +1.9% | -5.3% | +7.2% | +3.3% |
| 30D | +9.2% | +9.0% | +0.2% | +6.4% |
| 3M | -7.5% | -3.6% | -3.9% | -7.0% |
| 6M | +5.8% | -19.4% | +25.2% | +10.7% |
| YTD | +9.8% | -21.7% | +31.5% | +15.3% |
| 1Y | +5.8% | -16.1% | +21.9% | +8.5% |
| 3Y | +58.0% | -24.1% | +82.1% | +63.1% |
| 5Y | +100.4% | -44.1% | +144.5% | +124.8% |
| All | +164.9% | -39.7% | +204.6% | +185.7% |
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