+19,778.3%
GD vs BBWI
+1,184.1%
+18,594.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.2% | +3.9% | -1.4% |
| 7D | -3.9% | -3.1% | -0.8% | -3.5% |
| 30D | +8.1% | +23.1% | -15.1% | +4.5% |
| 3M | -6.8% | +7.3% | -14.1% | -8.4% |
| 6M | +3.0% | +22.6% | -19.6% | -1.4% |
| YTD | +7.8% | +13.3% | -5.5% | +3.4% |
| 1Y | +5.8% | -2.6% | +8.4% | +3.1% |
| 3Y | +55.3% | -25.9% | +81.2% | +52.3% |
| 5Y | +96.7% | -66.7% | +163.4% | +112.3% |
| 10Y | +195.4% | -41.6% | +237.0% | +153.0% |
| All | +19,778.3% | +1,184.1% | +18,594.2% | +9,192.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling