+1,428.1%
GME vs BBWI
+360.1%
+1,068.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.4% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | -4.8% | +12.9% | -17.7% | -8.6% |
| 3M | +39.2% | +16.0% | +23.2% | +30.9% |
| 6M | +17.1% | +16.6% | +0.5% | +8.0% |
| YTD | +28.7% | +9.7% | +19.0% | +18.6% |
| 1Y | +23.3% | +1.5% | +21.8% | +14.5% |
| 3Y | +112.9% | -21.4% | +134.3% | +104.5% |
| 5Y | -48.8% | -67.6% | +18.7% | -36.6% |
| 10Y | +478.2% | -46.8% | +525.0% | +363.4% |
| All | +1,428.1% | +360.1% | +1,068.0% | +267.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling