+121.7%
EW vs GEN
+150.2%
-28.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.8% | -3.0% |
| 7D | -4.4% | -0.7% | -3.7% | -4.3% |
| 30D | -3.3% | +2.6% | -6.0% | -3.9% |
| 3M | +1.0% | +15.8% | -14.8% | -1.9% |
| 6M | +6.2% | +33.1% | -26.9% | +0.1% |
| YTD | +1.7% | +11.3% | -9.6% | -1.1% |
| 1Y | +8.1% | +1.7% | +6.5% | +6.9% |
| 3Y | +17.1% | +58.1% | -41.1% | +4.1% |
| 5Y | -29.4% | +20.6% | -50.0% | -34.6% |
| 10Y | +121.7% | +149.0% | -27.3% | +70.6% |
| All | +121.7% | +150.2% | -28.5% | +70.6% |
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