+174.0%
GD vs BBWI
-44.4%
+218.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.5% |
| 7D | -1.9% | -4.2% | +2.4% | -1.4% |
| 30D | +10.9% | +24.9% | -13.9% | +7.9% |
| 3M | -6.8% | +13.2% | -20.0% | -8.5% |
| 6M | +7.0% | +12.1% | -5.1% | +4.6% |
| YTD | +11.1% | +11.1% | 0.0% | +8.0% |
| 1Y | +7.0% | +0.7% | +6.3% | +4.6% |
| 3Y | +59.9% | -23.8% | +83.7% | +57.1% |
| 5Y | +102.5% | -66.9% | +169.4% | +117.3% |
| 10Y | +174.0% | -45.3% | +219.4% | +122.0% |
| All | +174.0% | -44.4% | +218.4% | +122.0% |
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