+682.6%
GFI vs BBWI
+930.0%
-247.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +6.0% | +0.1% |
| 7D | +4.7% | -4.4% | +9.1% | +5.0% |
| 30D | +14.4% | -7.4% | +21.8% | +14.8% |
| 3M | +32.5% | -2.2% | +34.7% | +32.4% |
| 6M | -7.2% | -16.3% | +9.2% | -6.5% |
| YTD | +10.9% | -9.1% | +20.0% | +10.8% |
| 1Y | +35.5% | -34.5% | +70.0% | +37.7% |
| 3Y | +312.1% | -47.0% | +359.1% | +318.2% |
| 5Y | +524.6% | -68.8% | +593.4% | +545.8% |
| 10Y | +1,092.7% | -57.4% | +1,150.1% | +1,058.8% |
| All | +682.6% | +930.0% | -247.4% | +631.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling