+240.2%
GM vs WM
+892.4%
-652.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.5% | -2.4% |
| 7D | -1.4% | +1.2% | -2.6% | -2.0% |
| 30D | +6.4% | +13.1% | -6.7% | -1.0% |
| 3M | -0.7% | +3.6% | -4.3% | -3.0% |
| 6M | +9.9% | +8.1% | +1.9% | +3.9% |
| YTD | +6.7% | +8.9% | -2.3% | -0.7% |
| 1Y | +26.2% | +20.3% | +5.9% | +10.4% |
| 3Y | +205.0% | +46.2% | +158.9% | +127.7% |
| 5Y | +53.6% | +59.9% | -6.3% | +6.3% |
| 10Y | +233.4% | +345.6% | -112.2% | +13.6% |
| All | +240.2% | +892.4% | -652.2% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling