+188.5%
GD vs BBWI
-43.7%
+232.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.6% | -0.3% |
| 7D | -5.0% | -6.2% | +1.2% | -4.3% |
| 30D | +8.9% | +19.9% | -11.0% | +6.4% |
| 3M | -8.0% | +7.1% | -15.2% | -9.2% |
| 6M | +2.9% | +13.7% | -10.8% | +0.4% |
| YTD | +7.1% | +9.6% | -2.5% | +4.2% |
| 1Y | +5.9% | -1.6% | +7.6% | +3.8% |
| 3Y | +53.9% | -25.9% | +79.7% | +51.7% |
| 5Y | +95.4% | -67.8% | +163.2% | +110.6% |
| All | +188.5% | -43.7% | +232.3% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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