+1,774.3%
GE vs BWA
+2,626.5%
-852.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.8% |
| 7D | +4.0% | +1.7% | +2.3% | +3.4% |
| 30D | +11.1% | -14.6% | +25.7% | +17.6% |
| 3M | -6.7% | -26.2% | +19.5% | +4.1% |
| 6M | +14.3% | -18.4% | +32.7% | +21.7% |
| YTD | +11.7% | +14.7% | -2.9% | +2.7% |
| 1Y | +10.9% | +13.3% | -2.4% | +2.2% |
| 3Y | +279.0% | +64.7% | +214.3% | +193.0% |
| 5Y | +427.0% | +32.2% | +394.8% | +335.1% |
| 10Y | +158.6% | +96.8% | +61.8% | +77.3% |
| All | +1,774.3% | +2,626.5% | -852.1% | +460.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling