+149.0%
GEN vs ALM
+3,219.4%
-3,070.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +8.8% | -11.6% | -3.0% |
| 7D | -0.7% | +8.4% | -9.1% | -0.9% |
| 30D | +2.6% | +34.8% | -32.2% | +1.8% |
| 3M | +15.8% | +16.2% | -0.4% | +15.0% |
| 6M | +33.1% | +2.1% | +31.0% | +32.2% |
| YTD | +11.3% | +117.0% | -105.7% | +7.9% |
| 1Y | +1.7% | +313.9% | -312.2% | -3.7% |
| 3Y | +58.1% | +2,327.9% | -2,269.8% | +39.5% |
| 5Y | +20.6% | +1,040.6% | -1,020.0% | +7.6% |
| 10Y | +149.0% | +3,219.4% | -3,070.5% | +112.6% |
| All | +149.0% | +3,219.4% | -3,070.5% | +112.6% |
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