+2,466.7%
ED vs GEN
+8,558.9%
-6,092.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.3% |
| 7D | -1.7% | -3.0% | +1.3% | -1.6% |
| 30D | +10.7% | +24.7% | -14.0% | +9.6% |
| 3M | +11.6% | +4.1% | +7.5% | +11.3% |
| 6M | +13.5% | +36.0% | -22.5% | +11.8% |
| YTD | +23.1% | +10.9% | +12.3% | +22.1% |
| 1Y | +23.1% | +12.2% | +10.9% | +22.0% |
| 3Y | +47.9% | +63.3% | -15.4% | +43.9% |
| 5Y | +83.9% | +29.0% | +54.8% | +80.0% |
| 10Y | +142.1% | +147.5% | -5.4% | +128.4% |
| All | +2,466.7% | +8,558.9% | -6,092.1% | +1,727.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling