+371.1%
GH vs BWA
+49.2%
+321.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | +0.6% | +4.3% | -3.7% | -1.1% |
| 30D | -6.9% | -13.0% | +6.1% | -1.6% |
| 3M | -4.9% | -24.8% | +19.9% | +5.7% |
| 6M | +54.1% | -23.5% | +77.6% | +69.0% |
| YTD | +48.5% | +13.8% | +34.7% | +34.8% |
| 1Y | +61.2% | +13.4% | +47.7% | +45.9% |
| 3Y | +570.3% | +62.8% | +507.6% | +409.4% |
| 5Y | +46.1% | +28.5% | +17.7% | +18.1% |
| All | +371.1% | +49.2% | +321.9% | +203.7% |
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