+150.0%
GEN vs ALM
+2,221.4%
-2,071.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.1% | -8.0% | -0.2% |
| 7D | -0.3% | +0.7% | -1.0% | -0.3% |
| 30D | +28.2% | -26.1% | +54.2% | +29.1% |
| 3M | +2.6% | -38.1% | +40.7% | +3.7% |
| 6M | +32.7% | -55.4% | +88.1% | +34.8% |
| YTD | +11.3% | -0.4% | +11.7% | +9.9% |
| 1Y | +17.9% | +25.4% | -7.4% | +15.5% |
| 3Y | +66.3% | +907.8% | -841.4% | +50.0% |
| 5Y | +31.7% | +440.2% | -408.5% | +19.4% |
| 10Y | +150.0% | +2,031.1% | -1,881.1% | +119.5% |
| All | +150.0% | +2,221.4% | -2,071.4% | +119.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling