+238.7%
GM vs BWA
+208.1%
+30.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.1% |
| 7D | +0.4% | +4.3% | -3.9% | -2.1% |
| 30D | -1.8% | -2.9% | +1.1% | -0.5% |
| 3M | +2.6% | -12.4% | +15.0% | +10.1% |
| 6M | +14.6% | +28.6% | -14.0% | -3.5% |
| YTD | +6.2% | +48.2% | -42.0% | -20.6% |
| 1Y | +48.7% | +50.9% | -2.2% | +9.5% |
| 3Y | +168.3% | +72.2% | +96.2% | +75.7% |
| 5Y | +82.8% | +91.1% | -8.3% | +11.7% |
| 10Y | +226.2% | +144.0% | +82.2% | +63.2% |
| All | +238.7% | +208.1% | +30.6% | +47.4% |
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