-12.1%
GFS vs BBWI
-64.3%
+52.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -5.3% | -4.2% | -1.0% | -4.0% |
| 30D | -15.8% | +24.9% | -40.7% | -22.1% |
| 3M | -18.6% | +13.2% | -31.9% | -23.1% |
| 6M | -45.0% | +12.1% | -57.1% | -48.8% |
| YTD | +16.8% | +11.1% | +5.7% | +6.7% |
| 1Y | +17.8% | +0.7% | +17.1% | +9.5% |
| 3Y | -21.5% | -23.8% | +2.2% | -24.3% |
| 5Y | -29.3% | -66.9% | +37.6% | +11.9% |
| All | -12.1% | -64.3% | +52.2% | +31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling