+2,895.1%
GE vs BBWI
+1,159.1%
+1,736.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +5.4% | -4.2% | +9.6% | +6.6% |
| 30D | +9.6% | +24.9% | -15.2% | +3.0% |
| 3M | -7.7% | +13.2% | -20.9% | -11.6% |
| 6M | +14.0% | +12.1% | +1.9% | +8.6% |
| YTD | +10.2% | +11.1% | -0.9% | +3.7% |
| 1Y | +8.9% | +0.7% | +8.2% | +3.8% |
| 3Y | +273.7% | -23.8% | +297.4% | +260.1% |
| 5Y | +410.2% | -66.9% | +477.1% | +489.5% |
| 10Y | +157.4% | -45.3% | +202.8% | +112.0% |
| All | +2,895.1% | +1,159.1% | +1,736.0% | +684.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling