+436.7%
GE vs BBWI
-66.8%
+503.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.5% | -0.1% |
| 7D | +1.2% | +1.6% | -0.4% | +0.8% |
| 30D | -9.5% | -6.2% | -3.3% | -8.6% |
| 3M | +4.1% | +4.3% | -0.2% | +2.8% |
| 6M | +3.9% | -7.2% | +11.1% | +4.1% |
| YTD | +9.0% | -3.0% | +12.1% | +8.0% |
| 1Y | +21.9% | -30.8% | +52.7% | +27.5% |
| 3Y | +281.8% | -43.4% | +325.2% | +296.1% |
| 5Y | +436.7% | -66.7% | +503.5% | +514.7% |
| All | +436.7% | -66.8% | +503.5% | +514.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling