+502.4%
GFI vs BWA
+87.2%
+415.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.7% | -1.6% |
| 7D | -4.9% | -1.3% | -3.5% | -4.6% |
| 30D | +10.7% | -2.9% | +13.7% | +11.4% |
| 3M | +25.6% | -10.7% | +36.3% | +28.3% |
| 6M | -8.3% | +26.5% | -34.7% | -11.8% |
| YTD | +6.3% | +49.1% | -42.8% | -0.4% |
| 1Y | +22.1% | +52.1% | -30.0% | +14.1% |
| 3Y | +289.2% | +72.6% | +216.6% | +252.1% |
| All | +502.4% | +87.2% | +415.2% | +412.8% |
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