+10,577.7%
WMT vs GD
+20,741.4%
-10,163.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | +0.6% | -1.9% | +2.4% | +1.0% |
| 30D | +12.8% | +10.9% | +1.8% | +10.1% |
| 3M | +11.7% | -6.8% | +18.5% | +13.4% |
| 6M | -3.5% | +7.0% | -10.5% | -5.2% |
| YTD | +13.4% | +11.1% | +2.3% | +10.2% |
| 1Y | +23.6% | +7.0% | +16.6% | +21.1% |
| 3Y | +133.9% | +59.9% | +74.0% | +107.2% |
| 5Y | +170.1% | +102.5% | +67.6% | +125.2% |
| 10Y | +523.5% | +174.0% | +349.5% | +373.5% |
| All | +10,577.7% | +20,741.4% | -10,163.7% | +4,533.0% |
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