+526.6%
WMT vs GD
+185.2%
+341.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.5% |
| 7D | -1.6% | -3.0% | +1.5% | -0.9% |
| 30D | +12.9% | +9.3% | +3.6% | +10.3% |
| 3M | +12.6% | -7.2% | +19.8% | +14.6% |
| 6M | -3.4% | +5.5% | -8.9% | -4.9% |
| YTD | +13.5% | +9.5% | +4.0% | +10.4% |
| 1Y | +23.5% | +6.4% | +17.1% | +20.9% |
| 3Y | +137.3% | +59.8% | +77.5% | +106.7% |
| 5Y | +167.9% | +98.0% | +69.9% | +119.0% |
| 10Y | +526.6% | +177.4% | +349.2% | +396.9% |
| All | +526.6% | +185.2% | +341.4% | +396.9% |
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