+276.4%
GME vs BBWI
-57.7%
+334.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.8% |
| 7D | +6.0% | -8.0% | +14.0% | +7.9% |
| 30D | +8.3% | -6.6% | +15.0% | +9.4% |
| 3M | -9.1% | -2.7% | -6.3% | -9.6% |
| 6M | -16.3% | -12.8% | -3.6% | -15.7% |
| YTD | +1.5% | -10.5% | +12.0% | +0.9% |
| 1Y | -16.3% | -35.3% | +19.0% | -11.3% |
| 3Y | +15.1% | -47.7% | +62.9% | +24.8% |
| 5Y | -57.2% | -68.9% | +11.7% | -49.9% |
| All | +276.4% | -57.7% | +334.1% | +264.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling