+149.7%
GEN vs BWA
+95.2%
+54.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.1% |
| 7D | +1.0% | -2.4% | +3.4% | +1.4% |
| 30D | +29.1% | -17.7% | +46.8% | +34.2% |
| 3M | +2.9% | -27.0% | +29.9% | +9.7% |
| 6M | +33.6% | -17.3% | +50.9% | +37.2% |
| YTD | +12.0% | +12.9% | -0.8% | +5.0% |
| 1Y | +16.2% | +12.9% | +3.3% | +8.8% |
| 3Y | +65.1% | +62.1% | +3.0% | +39.0% |
| 5Y | +33.3% | +30.7% | +2.6% | +15.7% |
| 10Y | +149.7% | +89.2% | +60.5% | +89.5% |
| All | +149.7% | +95.2% | +54.4% | +89.5% |
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