+8,293.0%
GEN vs BBWI
+1,163.2%
+7,129.8%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | -0.8% | -7.7% | +6.9% | +0.9% |
| 30D | +31.2% | +24.8% | +6.4% | +25.2% |
| 3M | +6.1% | +16.2% | -10.2% | +2.2% |
| 6M | +38.1% | +15.8% | +22.3% | +32.0% |
| YTD | +14.4% | +11.4% | +2.9% | +9.0% |
| 1Y | +15.1% | +3.2% | +11.9% | +10.1% |
| 3Y | +68.5% | -23.5% | +92.0% | +64.5% |
| 5Y | +35.8% | -67.4% | +103.2% | +53.0% |
| 10Y | +155.4% | -46.0% | +201.4% | +113.1% |
| All | +8,293.0% | +1,163.2% | +7,129.8% | +1,850.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling