+7.0%
GD vs WU
-14.8%
+21.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.4% |
| 7D | -1.9% | +11.0% | -12.9% | -2.4% |
| 30D | +10.9% | +13.4% | -2.5% | +10.2% |
| 3M | -6.8% | +2.2% | -9.0% | -6.9% |
| 6M | +7.0% | -18.2% | +25.2% | +8.6% |
| YTD | +11.1% | -18.3% | +29.4% | +12.7% |
| 1Y | +7.0% | -12.2% | +19.2% | +6.7% |
| All | +7.0% | -14.8% | +21.8% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling