+387.8%
GH vs BWA
+67.1%
+320.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.7% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -2.6% | -5.6% | +2.9% | -0.7% |
| 3M | +25.1% | -10.7% | +35.8% | +29.8% |
| 6M | +78.5% | +23.2% | +55.3% | +62.9% |
| YTD | +59.4% | +46.0% | +13.4% | +32.2% |
| 1Y | +173.9% | +51.2% | +122.7% | +122.6% |
| All | +387.8% | +67.1% | +320.7% | +251.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling