+17.2%
GFS vs BBWI
+1.3%
+15.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | -5.3% | -4.2% | -1.0% | -4.9% |
| 30D | -15.8% | +24.9% | -40.7% | -17.4% |
| 3M | -18.6% | +13.2% | -31.9% | -19.6% |
| 6M | -45.0% | +12.1% | -57.1% | -45.9% |
| YTD | +16.8% | +11.1% | +5.7% | +14.2% |
| All | +17.2% | +1.3% | +15.9% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling