-16.4%
GFS vs BBWI
-64.8%
+48.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.3% | +9.5% | +7.2% |
| 7D | -7.8% | -6.2% | -1.6% | -6.0% |
| 30D | -19.7% | +19.9% | -39.6% | -24.7% |
| 3M | -23.1% | +7.1% | -30.3% | -26.0% |
| 6M | -46.4% | +13.7% | -60.0% | -50.3% |
| YTD | +11.0% | +9.6% | +1.4% | +1.9% |
| 1Y | +12.6% | -1.6% | +14.3% | +5.5% |
| 3Y | -24.9% | -25.9% | +0.9% | -26.8% |
| 5Y | -39.1% | -67.8% | +28.7% | -2.0% |
| All | -16.4% | -64.8% | +48.3% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling