+151.2%
GEN vs ALLY
+172.1%
-20.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.0% |
| 7D | -3.0% | -2.1% | -0.8% | -2.5% |
| 30D | +24.7% | +2.0% | +22.7% | +24.2% |
| 3M | +4.1% | -13.3% | +17.5% | +7.3% |
| 6M | +36.0% | -9.9% | +45.9% | +38.8% |
| YTD | +10.9% | -13.5% | +24.4% | +13.9% |
| 1Y | +12.2% | -2.8% | +15.0% | +12.4% |
| 3Y | +63.3% | +63.4% | -0.1% | +45.8% |
| 5Y | +29.0% | -10.9% | +39.9% | +24.9% |
| All | +151.2% | +172.1% | -20.9% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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