-2.4%
GFS vs BBWI
-67.8%
+65.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.6% |
| 7D | +1.0% | +1.5% | -0.5% | +0.5% |
| 30D | -8.6% | -5.2% | -3.4% | -7.5% |
| 3M | -46.5% | +11.1% | -57.7% | -49.4% |
| 6M | -4.8% | -13.4% | +8.5% | -3.0% |
| YTD | +29.7% | +0.1% | +29.6% | +23.8% |
| 1Y | +35.8% | -36.1% | +72.0% | +51.3% |
| 3Y | -18.3% | -44.1% | +25.8% | -10.4% |
| All | -2.4% | -67.8% | +65.4% | +52.7% |
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