+5.5%
GD vs WY
-4.7%
+10.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.5% | +2.2% |
| 7D | -3.0% | -0.8% | -2.3% | -2.9% |
| 30D | +9.3% | +10.6% | -1.3% | +7.7% |
| 3M | -7.2% | -16.6% | +9.4% | -5.5% |
| 6M | +5.5% | -8.6% | +14.0% | +5.9% |
| YTD | +9.5% | -8.4% | +17.9% | +8.3% |
| All | +5.5% | -4.7% | +10.1% | +3.0% |
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