+7.0%
WMT vs GD
+13.1%
-6.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.0% |
| 7D | +3.9% | -5.3% | +9.2% | +4.6% |
| 30D | -4.4% | -6.4% | +2.0% | -3.5% |
| 3M | -8.8% | +5.7% | -14.5% | -9.1% |
| 6M | -15.6% | -0.9% | -14.7% | -15.4% |
| YTD | -3.2% | +8.2% | -11.4% | -2.8% |
| 1Y | +7.0% | +13.4% | -6.4% | +6.8% |
| All | +7.0% | +13.1% | -6.1% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling