-30.1%
GFS vs BWA
+27.4%
-57.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | +7.4% | +4.3% | +3.1% | +4.4% |
| 30D | -15.3% | -13.0% | -2.3% | -6.6% |
| 3M | -21.1% | -24.8% | +3.7% | -4.6% |
| 6M | -44.5% | -23.5% | -21.0% | -33.5% |
| YTD | +19.2% | +13.8% | +5.4% | +10.6% |
| 1Y | +27.2% | +13.4% | +13.8% | +17.9% |
| 3Y | -20.1% | +62.8% | -82.9% | -42.5% |
| All | -30.1% | +27.4% | -57.6% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling