+24.4%
GH vs BWA
+89.5%
-65.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.9% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -2.6% | -5.6% | +2.9% | -0.1% |
| 3M | +25.1% | -10.7% | +35.8% | +31.2% |
| 6M | +78.5% | +23.2% | +55.3% | +57.9% |
| YTD | +59.4% | +46.0% | +13.4% | +24.7% |
| 1Y | +173.9% | +51.2% | +122.7% | +109.1% |
| 3Y | +382.7% | +69.6% | +313.2% | +232.4% |
| 5Y | +24.4% | +86.6% | -62.2% | -26.6% |
| All | +24.4% | +89.5% | -65.1% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling