+93.8%
GD vs BWA
+26.5%
+67.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -1.0% |
| 7D | -5.0% | -5.5% | +0.5% | -4.3% |
| 30D | +8.9% | -21.7% | +30.7% | +12.5% |
| 3M | -8.0% | -25.6% | +17.6% | -4.5% |
| 6M | +2.9% | -17.4% | +20.3% | +4.7% |
| YTD | +7.1% | +9.2% | -2.1% | +2.3% |
| 1Y | +5.9% | +9.7% | -3.8% | +1.0% |
| 3Y | +53.9% | +54.6% | -0.8% | +34.7% |
| All | +93.8% | +26.5% | +67.4% | +72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling