+285.2%
GEN vs ALM
+7,705.7%
-7,420.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.2% |
| 7D | -1.2% | -2.6% | +1.4% | -1.2% |
| 30D | +10.1% | +32.0% | -21.9% | +10.0% |
| 3M | +16.1% | -15.0% | +31.1% | +16.1% |
| 6M | +38.9% | -10.1% | +49.0% | +38.8% |
| YTD | +14.4% | +99.4% | -85.0% | +14.0% |
| 1Y | +5.9% | +316.4% | -310.5% | +5.1% |
| 3Y | +58.8% | +2,022.0% | -1,963.2% | +56.5% |
| 5Y | +24.7% | +941.2% | -916.5% | +23.0% |
| 10Y | +163.1% | +2,950.3% | -2,787.3% | +158.1% |
| All | +285.2% | +7,705.7% | -7,420.6% | +272.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling