+25.4%
GEN vs ALC
-16.0%
+41.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.4% |
| 7D | -1.2% | -2.1% | +0.9% | -0.4% |
| 30D | +10.1% | -0.1% | +10.2% | +10.1% |
| 3M | +16.1% | +5.9% | +10.2% | +13.5% |
| 6M | +38.9% | -15.9% | +54.8% | +47.0% |
| YTD | +14.4% | -10.1% | +24.5% | +18.0% |
| 1Y | +5.9% | -10.2% | +16.1% | +9.0% |
| 3Y | +58.8% | -13.6% | +72.3% | +63.3% |
| All | +25.4% | -16.0% | +41.4% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling