+35.8%
GFS vs BWA
+59.1%
-23.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.2% | -0.6% |
| 7D | +1.0% | +5.7% | -4.7% | -3.2% |
| 30D | -8.6% | +1.4% | -10.0% | -9.6% |
| 3M | -46.5% | -12.1% | -34.5% | -41.1% |
| 6M | -4.8% | +28.6% | -33.4% | -19.9% |
| YTD | +29.7% | +51.1% | -21.4% | -2.1% |
| 1Y | +35.8% | +55.9% | -20.0% | -0.3% |
| All | +35.8% | +59.1% | -23.2% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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