+149.7%
GEN vs BAH
+210.6%
-61.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | +1.0% | +0.5% | +0.6% | +0.9% |
| 30D | +29.1% | +18.2% | +10.8% | +23.1% |
| 3M | +2.9% | +13.1% | -10.2% | -0.7% |
| 6M | +33.6% | +15.2% | +18.4% | +27.6% |
| YTD | +12.0% | +6.0% | +6.0% | +8.8% |
| 1Y | +16.2% | +3.1% | +13.1% | +13.4% |
| 3Y | +65.1% | -26.2% | +91.3% | +68.7% |
| 5Y | +33.3% | +9.3% | +24.0% | +17.5% |
| 10Y | +149.7% | +212.3% | -62.6% | +57.7% |
| All | +149.7% | +210.6% | -61.0% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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