+21.8%
GEN vs ALM
+44.8%
-23.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +4.0% |
| 7D | +26.9% | -6.4% | +33.2% | +26.8% |
| 30D | +38.6% | -35.0% | +73.6% | +38.4% |
| 3M | +9.7% | -33.8% | +43.6% | +9.7% |
| 6M | +58.9% | -55.0% | +113.9% | +58.2% |
| YTD | +15.3% | -0.2% | +15.6% | +17.5% |
| 1Y | +21.8% | +41.8% | -20.0% | +26.3% |
| All | +21.8% | +44.8% | -23.0% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling