+24.4%
GH vs BBWI
-68.8%
+93.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.3% | +7.4% | +3.2% |
| 7D | -0.2% | -4.4% | +4.3% | +1.2% |
| 30D | -2.6% | -7.4% | +4.7% | -0.9% |
| 3M | +25.1% | -2.2% | +27.3% | +23.9% |
| 6M | +78.5% | -16.3% | +94.8% | +84.9% |
| YTD | +59.4% | -9.1% | +68.5% | +59.8% |
| 1Y | +173.9% | -34.5% | +208.4% | +200.5% |
| 3Y | +382.7% | -47.0% | +429.7% | +436.1% |
| 5Y | +24.4% | -68.8% | +93.2% | +75.8% |
| All | +24.4% | -68.8% | +93.2% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling