+164.9%
GD vs BBWI
-48.2%
+213.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.8% |
| 7D | +1.9% | -4.5% | +6.4% | +2.4% |
| 30D | +9.2% | +17.1% | -7.9% | +7.1% |
| 3M | -7.5% | +17.5% | -24.9% | -9.6% |
| 6M | +5.8% | +12.8% | -7.1% | +3.3% |
| YTD | +9.8% | +8.2% | +1.6% | +7.1% |
| 1Y | +5.8% | -1.8% | +7.6% | +3.7% |
| 3Y | +58.0% | -25.8% | +83.8% | +55.7% |
| 5Y | +100.4% | -68.0% | +168.4% | +116.0% |
| All | +164.9% | -48.2% | +213.1% | +114.0% |
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