+380.9%
GH vs BBWI
+11.3%
+369.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.8% |
| 7D | +0.9% | -4.5% | +5.5% | +2.1% |
| 30D | -4.5% | +17.1% | -21.6% | -8.3% |
| 3M | -6.2% | +17.5% | -23.7% | -10.9% |
| 6M | +55.0% | +12.8% | +42.1% | +47.8% |
| YTD | +51.6% | +8.2% | +43.5% | +45.1% |
| 1Y | +58.3% | -1.8% | +60.1% | +52.8% |
| 3Y | +617.6% | -25.8% | +643.4% | +614.9% |
| 5Y | +49.2% | -68.0% | +117.2% | +72.9% |
| All | +380.9% | +11.3% | +369.6% | +300.8% |
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