-60.1%
GME vs BBWI
-68.8%
+8.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -6.3% | +11.6% | +7.5% |
| 7D | +4.8% | -4.4% | +9.3% | +6.3% |
| 30D | +5.9% | -7.4% | +13.2% | +7.8% |
| 3M | -10.7% | -2.2% | -8.5% | -12.0% |
| 6M | -19.8% | -16.3% | -3.5% | -17.8% |
| YTD | -0.9% | -9.1% | +8.2% | -3.3% |
| 1Y | -15.7% | -34.5% | +18.8% | -7.6% |
| 3Y | +12.3% | -47.0% | +59.3% | +24.5% |
| 5Y | -60.1% | -68.8% | +8.8% | -36.3% |
| All | -60.1% | -68.8% | +8.8% | -36.3% |
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