-24.9%
GFS vs BWA
+51.7%
-76.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.7% | +3.5% | +4.3% |
| 7D | -7.8% | -5.5% | -2.4% | -3.8% |
| 30D | -19.7% | -21.7% | +2.1% | -4.5% |
| 3M | -23.1% | -25.6% | +2.5% | -5.4% |
| 6M | -46.4% | -17.4% | -28.9% | -38.3% |
| YTD | +11.0% | +9.2% | +1.8% | +5.9% |
| 1Y | +12.6% | +9.7% | +2.9% | +6.8% |
| 3Y | -24.9% | +54.6% | -79.6% | -46.0% |
| All | -24.9% | +51.7% | -76.7% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling