+151.2%
GEN vs ALM
+1,942.8%
-1,791.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.5% | +3.4% | -2.9% |
| 7D | -3.0% | -4.0% | +1.1% | -2.9% |
| 30D | +24.7% | -30.5% | +55.2% | +25.8% |
| 3M | +4.1% | -46.9% | +51.0% | +5.7% |
| 6M | +36.0% | -65.5% | +101.5% | +39.2% |
| YTD | +10.9% | -13.4% | +24.2% | +9.8% |
| 1Y | +12.2% | +9.8% | +2.4% | +10.2% |
| 3Y | +63.3% | +783.1% | -719.8% | +47.7% |
| 5Y | +29.0% | +378.3% | -349.3% | +17.3% |
| All | +151.2% | +1,942.8% | -1,791.6% | +120.7% |
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