+3.0%
GEN vs BBWI
-35.2%
+38.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.3% | +6.1% | +0.4% |
| 7D | -2.9% | -4.4% | +1.5% | -2.5% |
| 30D | +2.1% | -7.4% | +9.4% | +2.7% |
| 3M | +19.7% | -2.2% | +21.9% | +20.1% |
| 6M | +33.3% | -16.3% | +49.6% | +34.9% |
| YTD | +11.1% | -9.1% | +20.3% | +12.2% |
| 1Y | +3.0% | -34.5% | +37.5% | +10.6% |
| All | +3.0% | -35.2% | +38.2% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling