+382.5%
GH vs BBWI
+14.4%
+368.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -11.2% | -4.2% | -7.0% | -10.2% |
| 30D | -7.2% | +24.9% | -32.1% | -12.3% |
| 3M | -7.1% | +13.2% | -20.3% | -11.0% |
| 6M | +62.3% | +12.1% | +50.2% | +55.1% |
| YTD | +52.1% | +11.1% | +41.0% | +44.6% |
| 1Y | +58.6% | +0.7% | +57.9% | +52.2% |
| 3Y | +619.9% | -23.8% | +643.6% | +612.7% |
| 5Y | +49.7% | -66.9% | +116.6% | +72.2% |
| All | +382.5% | +14.4% | +368.1% | +299.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling