+231.3%
GM vs WM
+303.2%
-71.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.1% |
| 7D | -1.1% | -1.2% | +0.1% | -0.5% |
| 30D | -4.6% | -4.5% | -0.1% | -2.4% |
| 3M | +0.2% | -2.2% | +2.4% | +0.7% |
| 6M | +12.6% | -11.5% | +24.1% | +18.5% |
| YTD | +3.7% | -0.7% | +4.4% | +2.1% |
| 1Y | +45.6% | +0.3% | +45.3% | +42.1% |
| 3Y | +162.0% | +44.2% | +117.8% | +98.5% |
| 5Y | +80.5% | +51.6% | +28.9% | +30.4% |
| 10Y | +231.3% | +310.4% | -79.1% | +49.5% |
| All | +231.3% | +303.2% | -71.9% | +49.5% |
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