+281.8%
GE vs BBWI
-44.4%
+326.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.5% | -0.2% |
| 7D | +1.2% | +1.6% | -0.4% | +0.9% |
| 30D | -9.5% | -6.2% | -3.3% | -8.8% |
| 3M | +4.1% | +4.3% | -0.2% | +3.2% |
| 6M | +3.9% | -7.2% | +11.1% | +4.2% |
| YTD | +9.0% | -3.0% | +12.1% | +8.4% |
| 1Y | +21.9% | -30.8% | +52.7% | +26.2% |
| 3Y | +281.8% | -43.4% | +325.2% | +314.0% |
| All | +281.8% | -44.4% | +326.2% | +314.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling