+70.6%
GEN vs ALC
+4.4%
+66.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.8% | +1.2% |
| 7D | +2.0% | -1.1% | +3.1% | +2.4% |
| 30D | +27.7% | +16.0% | +11.7% | +21.3% |
| 3M | +3.3% | +0.8% | +2.4% | +2.8% |
| 6M | +31.8% | +16.8% | +15.0% | +24.5% |
| YTD | +13.5% | -5.5% | +19.0% | +15.1% |
| 1Y | +16.0% | -5.3% | +21.3% | +17.5% |
| 3Y | +70.6% | +4.1% | +66.5% | +66.6% |
| All | +70.6% | +4.4% | +66.2% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling