+214.5%
GM vs WING
+405.9%
-191.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | +1.9% | -3.9% | +5.8% | +2.6% |
| 30D | -1.4% | -11.6% | +10.2% | +0.6% |
| 3M | +5.9% | -24.2% | +30.1% | +10.6% |
| 6M | +12.4% | -54.1% | +66.5% | +28.5% |
| YTD | +8.6% | -53.9% | +62.5% | +22.9% |
| 1Y | +52.6% | -64.4% | +117.0% | +80.8% |
| 3Y | +169.7% | -30.2% | +199.8% | +155.9% |
| 5Y | +87.5% | -34.1% | +121.7% | +70.1% |
| 10Y | +233.0% | +342.1% | -109.2% | +93.6% |
| All | +214.5% | +405.9% | -191.3% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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