-16.4%
GFS vs BWA
+31.9%
-48.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.7% | +3.5% | +4.4% |
| 7D | -7.8% | -5.5% | -2.4% | -4.0% |
| 30D | -19.7% | -21.7% | +2.1% | -5.2% |
| 3M | -23.1% | -25.6% | +2.5% | -6.3% |
| 6M | -46.4% | -17.4% | -28.9% | -38.8% |
| YTD | +11.0% | +9.2% | +1.8% | +5.8% |
| 1Y | +12.6% | +9.7% | +2.9% | +6.7% |
| 3Y | -24.9% | +54.6% | -79.6% | -44.3% |
| 5Y | -39.1% | +26.8% | -65.8% | -53.5% |
| All | -16.4% | +31.9% | -48.3% | -37.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling