-33.9%
BAX vs GEN
+166.9%
-200.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +9.0% | -0.3% | +9.3% | +9.1% |
| 30D | +8.5% | +28.2% | -19.7% | +2.8% |
| 3M | -4.1% | +2.6% | -6.7% | -5.3% |
| 6M | +46.9% | +32.7% | +14.3% | +37.3% |
| YTD | +38.4% | +11.3% | +27.1% | +33.5% |
| 1Y | +47.0% | +17.9% | +29.1% | +40.2% |
| 3Y | -14.9% | +66.3% | -81.3% | -23.9% |
| 5Y | -62.5% | +31.7% | -94.2% | -65.7% |
| 10Y | -33.9% | +150.0% | -183.9% | -48.9% |
| All | -33.9% | +166.9% | -200.8% | -48.9% |
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