+5.9%
GD vs BWA
+10.1%
-4.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -0.6% |
| 7D | -5.0% | -5.5% | +0.5% | -5.1% |
| 30D | +8.9% | -21.7% | +30.7% | +8.5% |
| 3M | -8.0% | -25.6% | +17.6% | -8.5% |
| 6M | +2.9% | -17.4% | +20.3% | +2.6% |
| YTD | +7.1% | +9.2% | -2.1% | +0.5% |
| 1Y | +5.9% | +9.7% | -3.8% | -1.0% |
| All | +5.9% | +10.1% | -4.1% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling