-37.1%
BAX vs GEN
+150.2%
-187.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.0% | -3.2% |
| 7D | -2.4% | -0.7% | -1.7% | -2.3% |
| 30D | -9.7% | +2.6% | -12.4% | -10.3% |
| 3M | +29.3% | +15.8% | +13.5% | +25.3% |
| 6M | +40.7% | +33.1% | +7.5% | +31.8% |
| YTD | +30.3% | +11.3% | +19.0% | +26.5% |
| 1Y | +3.4% | +1.7% | +1.7% | +2.1% |
| 3Y | -32.0% | +58.1% | -90.2% | -38.4% |
| 5Y | -66.9% | +20.6% | -87.5% | -69.1% |
| 10Y | -37.1% | +149.0% | -186.1% | -50.8% |
| All | -37.1% | +150.2% | -187.3% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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