+4,139.3%
GEN vs BWA
+2,583.4%
+1,556.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.3% |
| 7D | +1.0% | -2.4% | +3.4% | +1.6% |
| 30D | +29.1% | -17.7% | +46.8% | +36.8% |
| 3M | +2.9% | -27.0% | +29.9% | +13.1% |
| 6M | +33.6% | -17.3% | +50.9% | +39.1% |
| YTD | +12.0% | +12.9% | -0.8% | +2.9% |
| 1Y | +16.2% | +12.9% | +3.3% | +6.5% |
| 3Y | +65.1% | +62.1% | +3.0% | +31.0% |
| 5Y | +33.3% | +30.7% | +2.6% | +10.0% |
| 10Y | +149.7% | +89.2% | +60.5% | +62.7% |
| All | +4,139.3% | +2,583.4% | +1,556.0% | +616.0% |
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