+39.4%
GM vs BBWI
+2.4%
+37.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.1% | +0.5% | +4.0% |
| 7D | +12.1% | +8.8% | +3.3% | +10.8% |
| 30D | +15.2% | +34.8% | -19.6% | +10.6% |
| 3M | +4.9% | +12.9% | -8.0% | +2.7% |
| 6M | +22.6% | +29.6% | -7.0% | +17.2% |
| YTD | +14.4% | +20.8% | -6.4% | +10.5% |
| 1Y | +39.4% | +4.1% | +35.3% | +35.3% |
| All | +39.4% | +2.4% | +37.0% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling