+98.0%
GD vs WWD
+190.4%
-92.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.9% | -2.7% | +1.1% |
| 7D | -3.0% | +4.2% | -7.2% | -4.0% |
| 30D | +9.3% | -0.8% | +10.1% | +9.3% |
| 3M | -7.2% | -8.2% | +1.0% | -5.6% |
| 6M | +5.5% | -9.8% | +15.3% | +7.3% |
| YTD | +9.5% | +10.4% | -0.9% | +5.1% |
| 1Y | +6.4% | +25.5% | -19.0% | -1.4% |
| 3Y | +59.8% | +155.8% | -95.9% | +19.8% |
| 5Y | +98.0% | +187.3% | -89.3% | +39.8% |
| All | +98.0% | +190.4% | -92.5% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling