+19,851.2%
GD vs WY
+688.1%
+19,163.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | -5.3% | -1.7% | -3.5% | -4.8% |
| 30D | -6.4% | -10.1% | +3.7% | -3.7% |
| 3M | +5.7% | -5.1% | +10.8% | +6.9% |
| 6M | -0.9% | -4.8% | +3.8% | -0.2% |
| YTD | +8.2% | -0.2% | +8.4% | +7.4% |
| 1Y | +13.4% | -6.6% | +20.0% | +14.5% |
| 3Y | +68.5% | -22.7% | +91.2% | +76.6% |
| 5Y | +97.2% | -22.2% | +119.4% | +103.2% |
| 10Y | +190.2% | +7.3% | +182.9% | +159.3% |
| All | +19,851.2% | +688.1% | +19,163.1% | +10,150.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling