+4,109.7%
GEN vs BWA
+2,636.0%
+1,473.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | -1.7% |
| 7D | -0.3% | -0.6% | +0.3% | -0.3% |
| 30D | +28.2% | -16.1% | +44.3% | +35.0% |
| 3M | +2.6% | -24.6% | +27.2% | +11.6% |
| 6M | +32.7% | -15.7% | +48.4% | +37.3% |
| YTD | +11.3% | +15.1% | -3.8% | +1.5% |
| 1Y | +17.9% | +15.9% | +2.1% | +7.2% |
| 3Y | +66.3% | +67.1% | -0.8% | +30.7% |
| 5Y | +31.7% | +34.7% | -3.1% | +7.6% |
| 10Y | +150.0% | +99.5% | +50.5% | +59.8% |
| All | +4,109.7% | +2,636.0% | +1,473.7% | +606.5% |
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 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