-14.6%
EW vs GEN
+32.5%
-47.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +4.0% | +1.7% |
| 7D | +11.0% | +2.3% | +8.7% | +10.6% |
| 30D | +19.1% | +33.1% | -14.0% | +13.6% |
| 3M | +14.4% | +6.5% | +7.9% | +12.6% |
| 6M | +22.8% | +53.8% | -31.0% | +13.4% |
| YTD | +19.8% | +11.2% | +8.6% | +16.7% |
| 1Y | +23.9% | +19.4% | +4.5% | +19.1% |
| 3Y | +52.2% | +81.0% | -28.8% | +31.1% |
| All | -14.6% | +32.5% | -47.0% | -22.8% |
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