+97.2%
GD vs BWA
+91.4%
+5.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.5% | -2.2% |
| 7D | -5.3% | +5.7% | -10.9% | -6.0% |
| 30D | -6.4% | +1.4% | -7.8% | -6.7% |
| 3M | +5.7% | -12.1% | +17.8% | +7.4% |
| 6M | -0.9% | +28.6% | -29.5% | -5.4% |
| YTD | +8.2% | +51.1% | -42.9% | -1.0% |
| 1Y | +13.4% | +55.9% | -42.4% | +3.0% |
| 3Y | +68.5% | +70.1% | -1.6% | +47.6% |
| All | +97.2% | +91.4% | +5.9% | +63.3% |
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 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