+669.9%
GWW vs BN
+290.8%
+379.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.2% |
| 7D | +3.6% | -1.0% | +4.5% | +3.9% |
| 30D | +12.1% | +14.0% | -1.8% | +6.3% |
| 3M | +12.9% | -9.0% | +21.9% | +17.0% |
| 6M | +19.3% | -8.8% | +28.1% | +23.1% |
| YTD | +48.7% | -10.3% | +59.0% | +53.0% |
| 1Y | +60.5% | -5.8% | +66.3% | +61.7% |
| 3Y | +93.3% | +94.8% | -1.5% | +38.6% |
| 5Y | +219.0% | +31.5% | +187.5% | +164.5% |
| All | +669.9% | +290.8% | +379.0% | +314.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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