+6.1%
GD vs WY
-6.3%
+12.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.8% | +1.8% |
| 7D | -1.9% | +0.2% | -2.1% | -1.9% |
| 30D | +10.9% | +8.0% | +2.9% | +9.6% |
| 3M | -6.8% | -17.7% | +10.9% | -4.9% |
| 6M | +7.0% | -10.8% | +17.8% | +7.7% |
| YTD | +11.1% | -10.6% | +21.7% | +10.2% |
| All | +6.1% | -6.3% | +12.5% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling