+152.0%
GE vs BWA
+94.2%
+57.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +2.7% | +4.3% | -1.6% | +0.8% |
| 30D | +8.1% | -13.0% | +21.1% | +14.7% |
| 3M | -7.9% | -24.8% | +17.0% | +4.0% |
| 6M | +12.9% | -23.5% | +36.4% | +25.0% |
| YTD | +8.2% | +13.8% | -5.7% | -2.8% |
| 1Y | +9.7% | +13.4% | -3.8% | -1.6% |
| 3Y | +266.1% | +62.8% | +203.4% | +161.8% |
| 5Y | +407.4% | +28.5% | +378.9% | +295.4% |
| All | +152.0% | +94.2% | +57.7% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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