+170.6%
GD vs WY
+3.1%
+167.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +0.6% | -5.1% | +5.7% | +2.3% |
| 30D | +9.5% | +9.0% | +0.4% | +6.1% |
| 3M | -5.8% | -16.7% | +10.9% | -0.4% |
| 6M | +7.7% | -10.3% | +18.0% | +10.6% |
| YTD | +11.1% | -10.5% | +21.6% | +13.6% |
| 1Y | +6.1% | -5.9% | +12.0% | +6.5% |
| 3Y | +59.8% | -24.7% | +84.5% | +69.7% |
| 5Y | +104.6% | -31.5% | +136.1% | +120.3% |
| 10Y | +170.6% | +4.7% | +165.8% | +136.1% |
| All | +170.6% | +3.1% | +167.4% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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