+8,121.8%
GEN vs BBWI
+1,159.1%
+6,962.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +1.0% | -4.2% | +5.3% | +1.9% |
| 30D | +29.1% | +24.9% | +4.2% | +23.1% |
| 3M | +2.9% | +13.2% | -10.3% | -0.3% |
| 6M | +33.6% | +12.1% | +21.5% | +28.6% |
| YTD | +12.0% | +11.1% | +1.0% | +6.9% |
| 1Y | +16.2% | +0.7% | +15.5% | +11.7% |
| 3Y | +65.1% | -23.8% | +88.8% | +61.3% |
| 5Y | +33.3% | -66.9% | +100.2% | +49.7% |
| 10Y | +149.7% | -45.3% | +195.0% | +107.5% |
| All | +8,121.8% | +1,159.1% | +6,962.7% | +1,811.5% |
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 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