+8,297.1%
GEN vs BBWI
+1,034.6%
+7,262.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -2.8% |
| 7D | -1.2% | +1.5% | -2.7% | -1.5% |
| 30D | +10.1% | -5.2% | +15.3% | +11.0% |
| 3M | +16.1% | +11.1% | +5.0% | +12.8% |
| 6M | +38.9% | -13.4% | +52.2% | +40.6% |
| YTD | +14.4% | +0.1% | +14.3% | +11.9% |
| 1Y | +5.9% | -36.1% | +42.0% | +12.3% |
| 3Y | +58.8% | -44.1% | +102.9% | +66.3% |
| 5Y | +24.7% | -66.2% | +90.9% | +39.3% |
| 10Y | +163.1% | -54.8% | +217.8% | +129.4% |
| All | +8,297.1% | +1,034.6% | +7,262.5% | +1,901.1% |
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