+12.4%
GD vs WY
-9.6%
+22.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.7% | -0.6% |
| 7D | -3.5% | -2.1% | -1.4% | -3.2% |
| 30D | -9.0% | -10.5% | +1.4% | -7.5% |
| 3M | +5.1% | -4.9% | +9.9% | +5.6% |
| 6M | -1.0% | -4.9% | +3.9% | -0.7% |
| YTD | +7.3% | -1.7% | +9.0% | +5.9% |
| 1Y | +12.4% | -9.4% | +21.8% | +15.7% |
| All | +12.4% | -9.6% | +22.1% | +15.7% |
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