+264.1%
GEN vs ALLY
+101.5%
+162.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | +8.5% | -1.1% | +9.6% | +8.7% |
| 30D | +34.2% | +4.2% | +30.0% | +33.1% |
| 3M | +10.0% | -12.4% | +22.4% | +13.2% |
| 6M | +56.8% | -8.7% | +65.4% | +59.6% |
| YTD | +14.2% | -11.6% | +25.9% | +16.9% |
| 1Y | +20.8% | +0.2% | +20.6% | +20.3% |
| 3Y | +84.1% | +57.1% | +27.0% | +64.6% |
| 5Y | +37.1% | -6.8% | +43.9% | +31.7% |
| 10Y | +171.5% | +200.4% | -28.9% | +93.4% |
| All | +264.1% | +101.5% | +162.6% | +167.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling