-12.3%
GFS vs BBWI
-64.1%
+51.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +4.3% |
| 7D | -3.1% | -6.2% | +3.0% | -1.2% |
| 30D | -16.0% | +25.5% | -41.5% | -22.4% |
| 3M | -24.7% | +8.0% | -32.7% | -27.7% |
| 6M | -45.1% | +12.7% | -57.8% | -49.0% |
| YTD | +16.5% | +11.6% | +4.8% | +6.3% |
| 1Y | +19.3% | -0.9% | +20.2% | +11.6% |
| 3Y | -20.0% | -22.7% | +2.7% | -23.2% |
| 5Y | -32.0% | -67.2% | +35.1% | +8.6% |
| All | -12.3% | -64.1% | +51.7% | +31.1% |
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 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