+9,012.0%
WMT vs GD
+20,186.5%
-11,174.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.8% |
| 7D | +3.9% | -5.3% | +9.2% | +5.2% |
| 30D | -4.4% | -6.4% | +2.0% | -2.9% |
| 3M | -8.8% | +5.7% | -14.5% | -10.1% |
| 6M | -15.6% | -0.9% | -14.7% | -15.7% |
| YTD | -3.2% | +8.2% | -11.4% | -5.3% |
| 1Y | +7.0% | +13.4% | -6.4% | +3.4% |
| 3Y | +105.3% | +68.5% | +36.8% | +79.5% |
| 5Y | +129.3% | +97.2% | +32.1% | +92.4% |
| 10Y | +423.9% | +190.2% | +233.7% | +293.0% |
| All | +9,012.0% | +20,186.5% | -11,174.6% | +3,881.0% |
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