+7,328.4%
EW vs GEN
+809.9%
+6,518.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.0% |
| 3M | +14.4% | +6.5% | +7.9% | +12.7% |
| 6M | +22.8% | +53.8% | -31.0% | +14.3% |
| YTD | +19.8% | +11.2% | +8.6% | +16.6% |
| 1Y | +23.9% | +19.4% | +4.5% | +19.3% |
| 3Y | +52.2% | +81.0% | -28.8% | +36.2% |
| 5Y | -13.9% | +33.4% | -47.4% | -20.2% |
| 10Y | +241.9% | +164.3% | +77.6% | +178.6% |
| All | +7,328.4% | +809.9% | +6,518.5% | +4,967.7% |
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