+401.3%
GH vs BWA
+98.0%
+303.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.5% | -0.9% |
| 7D | -0.1% | +5.7% | -5.7% | -2.3% |
| 30D | -1.1% | +1.4% | -2.5% | -1.7% |
| 3M | +21.3% | -12.1% | +33.4% | +27.0% |
| 6M | +73.5% | +28.6% | +45.0% | +54.6% |
| YTD | +58.0% | +51.1% | +6.9% | +28.9% |
| 1Y | +163.1% | +55.9% | +107.2% | +111.1% |
| 3Y | +361.0% | +70.1% | +290.9% | +246.0% |
| 5Y | +22.5% | +90.7% | -68.1% | -14.2% |
| All | +401.3% | +98.0% | +303.3% | +190.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling