-16.3%
GME vs BBWI
-35.0%
+18.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.6% |
| 7D | +6.0% | -8.0% | +14.0% | +6.5% |
| 30D | +8.3% | -6.6% | +15.0% | +8.6% |
| 3M | -9.1% | -2.7% | -6.3% | -9.4% |
| 6M | -16.3% | -12.8% | -3.6% | -15.9% |
| YTD | +1.5% | -10.5% | +12.0% | +0.9% |
| 1Y | -16.3% | -35.3% | +19.0% | -14.2% |
| All | -16.3% | -35.0% | +18.6% | -14.2% |
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