+188.7%
GD vs WWD
+478.9%
-290.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -2.1% |
| 7D | -5.3% | +1.3% | -6.5% | -5.7% |
| 30D | -6.4% | -7.2% | +0.7% | -4.2% |
| 3M | +5.7% | -3.8% | +9.5% | +6.4% |
| 6M | -0.9% | -9.9% | +9.0% | +1.2% |
| YTD | +8.2% | +14.8% | -6.7% | +1.2% |
| 1Y | +13.4% | +42.1% | -28.6% | -2.2% |
| 3Y | +68.5% | +170.8% | -102.3% | +11.4% |
| 5Y | +97.2% | +197.5% | -100.4% | +22.0% |
| All | +188.7% | +478.9% | -290.2% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling