+393.9%
GH vs BWA
+92.6%
+301.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.6% |
| 7D | -1.2% | -0.1% | -1.2% | -1.3% |
| 30D | -3.7% | -5.5% | +1.8% | -1.6% |
| 3M | +21.7% | -7.6% | +29.3% | +24.9% |
| 6M | +75.7% | +25.0% | +50.8% | +58.4% |
| YTD | +55.7% | +47.0% | +8.7% | +28.4% |
| 1Y | +181.1% | +54.0% | +127.1% | +126.5% |
| 3Y | +371.6% | +70.7% | +300.9% | +253.3% |
| 5Y | +23.2% | +86.7% | -63.5% | -12.9% |
| All | +393.9% | +92.6% | +301.3% | +189.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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