+70.6%
GEN vs ALM
+909.2%
-838.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.7% | -5.3% | +2.2% |
| 7D | +2.0% | +1.2% | +0.8% | +2.0% |
| 30D | +27.7% | -19.3% | +47.1% | +28.3% |
| 3M | +3.3% | -40.6% | +43.9% | +4.3% |
| 6M | +31.8% | -57.9% | +89.7% | +34.0% |
| YTD | +13.5% | -6.7% | +20.2% | +11.7% |
| 1Y | +16.0% | +20.2% | -4.1% | +13.0% |
| 3Y | +70.6% | +879.4% | -808.9% | +46.9% |
| All | +70.6% | +909.2% | -838.6% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling