+23.6%
WMT vs GD
+4.2%
+19.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | +1.6% | -5.0% | +6.6% | +2.4% |
| 30D | +16.1% | +8.9% | +7.1% | +14.5% |
| 3M | +12.3% | -8.0% | +20.3% | +13.3% |
| 6M | -3.1% | +2.9% | -6.0% | -3.4% |
| YTD | +13.4% | +7.1% | +6.3% | +14.8% |
| All | +23.6% | +4.2% | +19.4% | +25.4% |
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 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