+71.3%
GEN vs ABCL
-80.5%
+151.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.7% | -9.4% | -3.0% |
| 7D | +2.3% | -3.2% | +5.4% | +2.3% |
| 30D | +33.1% | -7.4% | +40.5% | +33.3% |
| 3M | +6.5% | +81.9% | -75.4% | +1.0% |
| 6M | +53.8% | +135.7% | -81.9% | +42.4% |
| YTD | +11.2% | +247.4% | -236.1% | -0.2% |
| 1Y | +19.4% | +162.3% | -142.9% | +8.8% |
| 3Y | +81.0% | +165.5% | -84.4% | +60.0% |
| 5Y | +33.4% | -21.3% | +54.7% | +22.2% |
| All | +71.3% | -80.5% | +151.9% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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