+4,229.8%
GEN vs BWA
+3,492.4%
+737.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -4.9% | -3.1% |
| 7D | -1.2% | +5.7% | -6.9% | -3.0% |
| 30D | +10.1% | +1.4% | +8.7% | +9.4% |
| 3M | +16.1% | -12.1% | +28.2% | +20.0% |
| 6M | +38.9% | +28.6% | +10.3% | +25.2% |
| YTD | +14.4% | +51.1% | -36.7% | -3.9% |
| 1Y | +5.9% | +55.9% | -50.0% | -12.3% |
| 3Y | +58.8% | +70.1% | -11.3% | +24.5% |
| 5Y | +24.7% | +90.7% | -66.0% | -8.9% |
| 10Y | +163.1% | +154.0% | +9.1% | +56.3% |
| All | +4,229.8% | +3,492.4% | +737.4% | +568.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling