+92.9%
GWW vs BAH
-26.8%
+119.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | 0.0% | -1.6% | +1.6% | +0.1% |
| 30D | +14.0% | +18.0% | -4.1% | +12.3% |
| 3M | +14.4% | +11.4% | +2.9% | +13.2% |
| 6M | +21.7% | +17.7% | +4.0% | +19.6% |
| YTD | +48.4% | +5.4% | +43.1% | +46.8% |
| 1Y | +58.4% | +2.8% | +55.6% | +57.1% |
| All | +92.9% | -26.8% | +119.7% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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