-19.0%
BAX vs GEN
+67.9%
-86.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.3% |
| 7D | +0.1% | +2.0% | -2.0% | -0.4% |
| 30D | +4.1% | +27.7% | -23.7% | -2.7% |
| 3M | -4.5% | +3.3% | -7.8% | -5.5% |
| 6M | +49.2% | +31.8% | +17.4% | +36.0% |
| YTD | +35.2% | +13.5% | +21.7% | +29.2% |
| 1Y | +38.3% | +16.0% | +22.2% | +31.1% |
| 3Y | -19.0% | +70.6% | -89.6% | -31.9% |
| All | -19.0% | +67.9% | -86.9% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling