+1,381.3%
WDC vs GD
+190.3%
+1,191.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.8% | +7.6% | +7.1% |
| 7D | +1.7% | -5.3% | +7.0% | +5.4% |
| 30D | -10.0% | -6.4% | -3.5% | -6.2% |
| 3M | -18.8% | +5.7% | -24.5% | -23.0% |
| 6M | +79.0% | -0.9% | +80.0% | +76.8% |
| YTD | +171.6% | +8.2% | +163.4% | +150.8% |
| 1Y | +417.4% | +13.4% | +404.0% | +360.2% |
| 3Y | +1,251.8% | +68.5% | +1,183.3% | +768.7% |
| 5Y | +911.7% | +97.2% | +814.5% | +460.3% |
| All | +1,381.3% | +190.3% | +1,191.0% | +558.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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