+8,627.7%
WFC vs GD
+20,186.5%
-11,558.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | +1.7% |
| 7D | +3.8% | -5.3% | +9.0% | +6.4% |
| 30D | +1.5% | -6.4% | +7.9% | +4.7% |
| 3M | +10.9% | +5.7% | +5.2% | +7.6% |
| 6M | +8.4% | -0.9% | +9.4% | +8.3% |
| YTD | -1.9% | +8.2% | -10.0% | -6.4% |
| 1Y | +12.3% | +13.4% | -1.1% | +4.6% |
| 3Y | +132.3% | +68.5% | +63.8% | +76.6% |
| 5Y | +130.1% | +97.2% | +32.9% | +61.3% |
| 10Y | +134.4% | +190.2% | -55.8% | +39.5% |
| All | +8,627.7% | +20,186.5% | -11,558.8% | +2,161.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling