+664.6%
GD vs WU
-19.6%
+684.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -5.3% | -0.8% | -4.4% | -5.0% |
| 30D | -6.4% | -1.1% | -5.3% | -6.2% |
| 3M | +5.7% | -3.9% | +9.6% | +5.5% |
| 6M | -0.9% | -20.7% | +19.7% | +4.9% |
| YTD | +8.2% | -18.4% | +26.5% | +13.1% |
| 1Y | +13.4% | -8.1% | +21.5% | +13.2% |
| 3Y | +68.5% | -24.2% | +92.7% | +75.1% |
| 5Y | +97.2% | -50.4% | +147.6% | +131.6% |
| 10Y | +190.2% | -40.0% | +230.2% | +209.9% |
| All | +664.6% | -19.6% | +684.2% | +580.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling