+152.4%
GEN vs ALC
+21.6%
+130.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.8% | -2.2% |
| 7D | -0.7% | -3.7% | +3.0% | +0.4% |
| 30D | +2.6% | -3.7% | +6.4% | +3.8% |
| 3M | +15.8% | +4.6% | +11.2% | +14.1% |
| 6M | +33.1% | -14.6% | +47.7% | +38.9% |
| YTD | +11.3% | -11.9% | +23.2% | +14.9% |
| 1Y | +1.7% | -13.1% | +14.8% | +5.3% |
| 3Y | +58.1% | -15.0% | +73.1% | +63.3% |
| 5Y | +20.6% | -16.2% | +36.8% | +23.0% |
| All | +152.4% | +21.6% | +130.8% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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