+27.7%
GEN vs ALM
+396.4%
-368.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.8% | -2.7% |
| 7D | +2.3% | -6.7% | +8.9% | +2.4% |
| 30D | +33.1% | -32.9% | +65.9% | +34.5% |
| 3M | +6.5% | -39.5% | +46.0% | +7.8% |
| 6M | +53.8% | -62.0% | +115.8% | +57.3% |
| YTD | +11.2% | -7.8% | +19.1% | +9.5% |
| 1Y | +19.4% | +26.7% | -7.3% | +15.9% |
| 3Y | +81.0% | +825.4% | -744.3% | +57.1% |
| All | +27.7% | +396.4% | -368.7% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling