+93.8%
GD vs BBWI
-67.9%
+161.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.6% | -0.4% |
| 7D | -5.0% | -6.2% | +1.2% | -4.5% |
| 30D | +8.9% | +19.9% | -11.0% | +7.3% |
| 3M | -8.0% | +7.1% | -15.2% | -8.8% |
| 6M | +2.9% | +13.7% | -10.8% | +1.3% |
| YTD | +7.1% | +9.6% | -2.5% | +5.3% |
| 1Y | +5.9% | -1.6% | +7.6% | +4.8% |
| 3Y | +53.9% | -25.9% | +79.7% | +52.7% |
| All | +93.8% | -67.9% | +161.7% | +104.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling