+387.8%
GH vs BBWI
-47.8%
+435.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.3% | +7.4% | +2.7% |
| 7D | -0.2% | -4.4% | +4.3% | +0.8% |
| 30D | -2.6% | -7.4% | +4.7% | -1.4% |
| 3M | +25.1% | -2.2% | +27.3% | +24.3% |
| 6M | +78.5% | -16.3% | +94.8% | +83.0% |
| YTD | +59.4% | -9.1% | +68.5% | +60.0% |
| 1Y | +173.9% | -34.5% | +208.4% | +195.9% |
| All | +387.8% | -47.8% | +435.6% | +441.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling