-29.4%
EW vs GEN
+20.0%
-49.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -5.1% | -2.9% | -2.2% | -4.6% |
| 30D | -6.4% | +2.1% | -8.4% | -6.8% |
| 3M | -1.6% | +19.7% | -21.3% | -4.7% |
| 6M | +2.3% | +33.3% | -31.0% | -3.1% |
| YTD | +1.1% | +11.1% | -10.0% | -1.2% |
| 1Y | +8.0% | +3.0% | +5.0% | +6.9% |
| 3Y | +16.3% | +57.9% | -41.5% | +3.7% |
| 5Y | -29.4% | +20.6% | -50.0% | -34.1% |
| All | -29.4% | +20.0% | -49.4% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling