+211.6%
GM vs WM
+330.8%
-119.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -0.2% | +3.2% | -3.4% | -1.7% |
| 30D | +3.6% | +13.0% | -9.5% | -2.7% |
| 3M | -0.2% | +9.2% | -9.5% | -4.8% |
| 6M | +13.9% | +13.6% | +0.3% | +5.7% |
| YTD | +6.5% | +12.4% | -5.9% | -1.7% |
| 1Y | +20.7% | +21.2% | -0.6% | +6.7% |
| 3Y | +229.5% | +48.7% | +180.8% | +148.9% |
| 5Y | +41.5% | +61.9% | -20.4% | -0.3% |
| All | +211.6% | +330.8% | -119.2% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling