+52.4%
GEV vs BBWI
+2.4%
+50.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.1% | -13.4% | -9.5% |
| 7D | -5.1% | +8.8% | -13.9% | -5.8% |
| 30D | -15.8% | +34.8% | -50.6% | -18.0% |
| 3M | -18.2% | +12.9% | -31.1% | -19.1% |
| 6M | -22.4% | +29.6% | -51.9% | -24.7% |
| YTD | +27.7% | +20.8% | +7.0% | +24.4% |
| 1Y | +52.4% | +4.1% | +48.3% | +51.2% |
| All | +52.4% | +2.4% | +50.0% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling