+57.7%
GEV vs BBWI
-34.3%
+92.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.3% |
| 7D | +3.3% | +1.5% | +1.8% | +3.1% |
| 30D | -7.5% | -5.2% | -2.3% | -7.0% |
| 3M | -2.2% | +11.1% | -13.3% | -3.9% |
| 6M | +12.1% | -13.4% | +25.5% | +14.6% |
| YTD | +44.4% | +0.1% | +44.3% | +42.4% |
| 1Y | +57.7% | -36.1% | +93.8% | +72.0% |
| All | +57.7% | -34.3% | +92.0% | +72.0% |
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