+53.9%
GD vs WU
-21.7%
+75.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.4% |
| 7D | -5.0% | +11.7% | -16.7% | -6.2% |
| 30D | +8.9% | +12.6% | -3.7% | +7.4% |
| 3M | -8.0% | -0.5% | -7.6% | -8.1% |
| 6M | +2.9% | -18.2% | +21.1% | +5.1% |
| YTD | +7.1% | -19.0% | +26.1% | +9.3% |
| 1Y | +5.9% | -16.7% | +22.6% | +7.6% |
| 3Y | +53.9% | -21.0% | +74.9% | +55.7% |
| All | +53.9% | -21.7% | +75.6% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling