+22.1%
GFI vs BWA
+55.6%
-33.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.7% | -2.0% |
| 7D | -4.9% | -1.3% | -3.5% | -4.3% |
| 30D | +10.7% | -2.9% | +13.7% | +12.1% |
| 3M | +25.6% | -10.7% | +36.3% | +32.0% |
| 6M | -8.3% | +26.5% | -34.7% | -17.4% |
| YTD | +6.3% | +49.1% | -42.8% | -15.4% |
| 1Y | +22.1% | +52.1% | -30.0% | -1.5% |
| All | +22.1% | +55.6% | -33.5% | -1.5% |
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