+75.8%
BND vs GWW
+2,177.4%
-2,101.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -0.1% | -0.5% | +0.3% | -0.1% |
| 30D | -0.2% | -1.4% | +1.2% | -0.2% |
| 3M | -0.7% | -3.6% | +3.0% | -0.7% |
| 6M | -1.7% | +15.1% | -16.8% | -1.5% |
| YTD | -0.5% | +27.5% | -28.0% | -0.2% |
| 1Y | +0.4% | +29.6% | -29.2% | +0.7% |
| 3Y | +13.1% | +90.1% | -76.9% | +14.3% |
| 5Y | -2.1% | +222.6% | -224.7% | +0.1% |
| 10Y | +15.7% | +566.5% | -550.8% | +21.4% |
| All | +75.8% | +2,177.4% | -2,101.6% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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