+903.6%
GFI vs BWA
+3,371.1%
-2,467.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | +4.7% | +0.1% | +4.6% | +4.7% |
| 30D | +14.4% | -5.6% | +20.0% | +15.5% |
| 3M | +32.5% | -10.7% | +43.2% | +35.1% |
| 6M | -7.2% | +23.2% | -30.3% | -10.0% |
| YTD | +10.9% | +46.0% | -35.1% | +4.2% |
| 1Y | +35.5% | +51.2% | -15.7% | +26.7% |
| 3Y | +312.1% | +69.6% | +242.6% | +273.9% |
| 5Y | +524.6% | +86.6% | +438.0% | +447.5% |
| 10Y | +1,092.7% | +152.3% | +940.4% | +840.0% |
| All | +903.6% | +3,371.1% | -2,467.5% | +502.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling