+170.5%
GM vs BWA
+70.7%
+99.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -1.2% |
| 7D | -2.4% | -1.3% | -1.1% | -1.9% |
| 30D | -1.1% | -2.9% | +1.8% | -0.1% |
| 3M | +6.1% | -10.7% | +16.8% | +10.9% |
| 6M | +15.0% | +26.5% | -11.5% | +2.7% |
| YTD | +6.0% | +49.1% | -43.1% | -15.3% |
| 1Y | +47.1% | +52.1% | -5.0% | +16.0% |
| 3Y | +170.5% | +72.6% | +97.9% | +90.9% |
| All | +170.5% | +70.7% | +99.8% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling