+157.2%
GEN vs BBWI
-47.4%
+204.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.2% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | +27.7% | +12.9% | +14.9% | +26.2% |
| 3M | +3.3% | +16.0% | -12.7% | +1.5% |
| 6M | +31.8% | +16.6% | +15.2% | +29.1% |
| YTD | +13.5% | +9.7% | +3.8% | +11.3% |
| 1Y | +16.0% | +1.5% | +14.5% | +14.1% |
| 3Y | +70.6% | -21.4% | +91.9% | +69.4% |
| 5Y | +32.1% | -67.6% | +99.7% | +38.3% |
| All | +157.2% | -47.4% | +204.7% | +141.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling