+170.6%
GD vs BWA
+92.6%
+78.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.5% |
| 7D | +0.6% | +1.7% | -1.1% | +0.2% |
| 30D | +9.5% | -14.6% | +24.1% | +13.5% |
| 3M | -5.8% | -26.2% | +20.4% | +0.9% |
| 6M | +7.7% | -18.4% | +26.1% | +11.8% |
| YTD | +11.1% | +14.7% | -3.6% | +3.1% |
| 1Y | +6.1% | +13.3% | -7.3% | -1.3% |
| 3Y | +59.8% | +64.7% | -4.9% | +30.1% |
| 5Y | +104.6% | +32.2% | +72.5% | +72.3% |
| 10Y | +170.6% | +96.8% | +73.8% | +100.3% |
| All | +170.6% | +92.6% | +78.0% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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