+102.5%
GD vs WU
-41.3%
+143.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.3% |
| 7D | -1.9% | +11.0% | -12.9% | -3.4% |
| 30D | +10.9% | +13.4% | -2.5% | +8.8% |
| 3M | -6.8% | +2.2% | -9.0% | -7.2% |
| 6M | +7.0% | -18.2% | +25.2% | +9.8% |
| YTD | +11.1% | -18.3% | +29.4% | +13.7% |
| 1Y | +7.0% | -12.2% | +19.2% | +8.0% |
| 3Y | +59.9% | -20.8% | +80.7% | +62.0% |
| 5Y | +102.5% | -42.6% | +145.0% | +117.1% |
| All | +102.5% | -41.3% | +143.8% | +117.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling