+606.9%
GEV vs BBWI
-60.8%
+667.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.6% |
| 7D | -1.9% | -8.0% | +6.1% | -0.5% |
| 30D | -8.7% | -6.6% | -2.1% | -7.9% |
| 3M | +6.6% | -2.7% | +9.3% | +6.1% |
| 6M | +10.2% | -12.8% | +23.0% | +11.4% |
| YTD | +41.6% | -10.5% | +52.1% | +41.1% |
| 1Y | +43.9% | -35.3% | +79.2% | +53.8% |
| All | +606.9% | -60.8% | +667.8% | +793.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling