+661.8%
GD vs WU
-18.6%
+680.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.5% | -8.9% | -4.4% |
| 7D | -3.9% | +13.0% | -16.9% | -7.8% |
| 30D | +8.1% | +14.3% | -6.3% | +3.3% |
| 3M | -6.8% | +0.1% | -6.9% | -7.4% |
| 6M | +3.0% | -17.7% | +20.7% | +7.6% |
| YTD | +7.8% | -17.3% | +25.1% | +11.8% |
| 1Y | +5.8% | -11.1% | +16.9% | +6.8% |
| 3Y | +55.3% | -19.8% | +75.1% | +58.3% |
| 5Y | +96.7% | -40.5% | +137.2% | +115.9% |
| 10Y | +195.4% | -33.7% | +229.1% | +203.5% |
| All | +661.8% | -18.6% | +680.4% | +572.2% |
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