+149.7%
GEN vs ALM
+2,040.7%
-1,891.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.2% | +7.9% | +0.9% |
| 7D | +1.0% | -6.3% | +7.3% | +1.2% |
| 30D | +29.1% | -31.4% | +60.5% | +30.3% |
| 3M | +2.9% | -40.6% | +43.5% | +4.1% |
| 6M | +33.6% | -58.6% | +92.3% | +36.0% |
| YTD | +12.0% | -7.6% | +19.7% | +10.8% |
| 1Y | +16.2% | +13.8% | +2.3% | +14.0% |
| 3Y | +65.1% | +842.1% | -777.1% | +49.0% |
| 5Y | +33.3% | +407.4% | -374.1% | +20.9% |
| 10Y | +149.7% | +2,079.4% | -1,929.7% | +118.8% |
| All | +149.7% | +2,040.7% | -1,891.0% | +118.8% |
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