+125.4%
WFC vs GD
+59.0%
+66.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +3.2% |
| 7D | +4.5% | +3.0% | +1.5% | +3.2% |
| 30D | +7.4% | +10.5% | -3.2% | +3.0% |
| 3M | -0.5% | -5.0% | +4.4% | +1.3% |
| 6M | +11.7% | +5.5% | +6.2% | +8.9% |
| YTD | -4.6% | +10.3% | -15.0% | -9.1% |
| 1Y | +2.5% | +8.2% | -5.6% | -1.4% |
| All | +125.4% | +59.0% | +66.4% | +94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling