+388.8%
GH vs BBWI
-1.9%
+390.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.5% | -2.6% |
| 7D | -2.5% | -4.8% | +2.3% | -1.5% |
| 30D | -4.7% | +3.5% | -8.2% | -6.1% |
| 3M | +20.2% | -0.3% | +20.5% | +19.0% |
| 6M | +78.8% | -5.4% | +84.2% | +78.3% |
| YTD | +54.1% | -4.7% | +58.8% | +53.0% |
| 1Y | +177.1% | -30.5% | +207.6% | +191.2% |
| 3Y | +371.6% | -44.3% | +415.9% | +407.3% |
| 5Y | +21.9% | -66.9% | +88.8% | +42.6% |
| All | +388.8% | -1.9% | +390.7% | +322.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling