+151.2%
GEN vs BWA
+94.6%
+56.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.0% |
| 7D | -3.0% | +7.3% | -10.3% | -4.5% |
| 30D | +24.7% | -15.8% | +40.5% | +29.1% |
| 3M | +4.1% | -25.7% | +29.9% | +10.6% |
| 6M | +36.0% | -19.6% | +55.6% | +40.7% |
| YTD | +10.9% | +14.1% | -3.2% | +3.7% |
| 1Y | +12.2% | +12.2% | 0.0% | +5.3% |
| 3Y | +63.3% | +63.8% | -0.5% | +37.2% |
| 5Y | +29.0% | +28.7% | +0.3% | +12.4% |
| All | +151.2% | +94.6% | +56.6% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling