+289.2%
GFI vs BBWI
-45.3%
+334.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.4% | -7.7% | -1.6% |
| 7D | -4.9% | -4.8% | 0.0% | -4.7% |
| 30D | +10.7% | +3.5% | +7.2% | +10.4% |
| 3M | +25.6% | -0.3% | +25.9% | +25.5% |
| 6M | -8.3% | -5.4% | -2.9% | -8.3% |
| YTD | +6.3% | -4.7% | +11.0% | +5.8% |
| 1Y | +22.1% | -30.5% | +52.6% | +21.8% |
| 3Y | +289.2% | -44.3% | +333.5% | +254.2% |
| All | +289.2% | -45.3% | +334.5% | +254.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling