+20.6%
GEN vs BBWI
-66.8%
+87.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -2.3% |
| 7D | -0.7% | +1.6% | -2.3% | -0.9% |
| 30D | +2.6% | -6.2% | +8.9% | +3.4% |
| 3M | +15.8% | +4.3% | +11.4% | +14.7% |
| 6M | +33.1% | -7.2% | +40.3% | +33.2% |
| YTD | +11.3% | -3.0% | +14.3% | +10.3% |
| 1Y | +1.7% | -30.8% | +32.4% | +5.6% |
| 3Y | +58.1% | -43.4% | +101.5% | +63.5% |
| 5Y | +20.6% | -66.7% | +87.4% | +32.5% |
| All | +20.6% | -66.8% | +87.4% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling