+47.0%
GH vs BWA
+32.2%
+14.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.1% |
| 7D | -8.2% | +1.7% | -9.9% | -8.8% |
| 30D | -4.9% | -14.6% | +9.7% | +2.5% |
| 3M | -6.2% | -26.2% | +20.0% | +7.6% |
| 6M | +60.0% | -18.4% | +78.5% | +72.5% |
| YTD | +51.5% | +14.7% | +36.9% | +31.1% |
| 1Y | +58.4% | +13.3% | +45.1% | +37.3% |
| 3Y | +617.2% | +64.7% | +552.5% | +377.2% |
| 5Y | +47.0% | +32.2% | +14.9% | -7.0% |
| All | +47.0% | +32.2% | +14.8% | -7.0% |
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 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