+20.6%
GEN vs BWA
+88.6%
-68.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.3% |
| 7D | -0.7% | +4.3% | -5.0% | -1.6% |
| 30D | +2.6% | -2.9% | +5.5% | +3.2% |
| 3M | +15.8% | -12.4% | +28.2% | +18.9% |
| 6M | +33.1% | +28.6% | +4.6% | +23.2% |
| YTD | +11.3% | +48.2% | -36.9% | -2.6% |
| 1Y | +1.7% | +50.9% | -49.3% | -11.7% |
| 3Y | +58.1% | +72.2% | -14.0% | +28.2% |
| 5Y | +20.6% | +91.1% | -70.4% | -7.4% |
| All | +20.6% | +88.6% | -68.0% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling