+231.1%
GM vs BBWI
-55.0%
+286.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.4% | -7.0% | -2.4% |
| 7D | -2.4% | -4.8% | +2.4% | -1.2% |
| 30D | -1.1% | +3.5% | -4.6% | -2.5% |
| 3M | +6.1% | -0.3% | +6.4% | +4.9% |
| 6M | +15.0% | -5.4% | +20.3% | +14.2% |
| YTD | +6.0% | -4.7% | +10.7% | +4.2% |
| 1Y | +47.1% | -30.5% | +77.6% | +55.6% |
| 3Y | +170.5% | -44.3% | +214.8% | +189.9% |
| 5Y | +80.5% | -66.9% | +147.4% | +116.5% |
| All | +231.1% | -55.0% | +286.0% | +180.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling