+405.2%
GEN vs BAH
+886.2%
-481.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.8% |
| 7D | -1.2% | -3.2% | +2.1% | -0.4% |
| 30D | +10.1% | +2.0% | +8.1% | +9.5% |
| 3M | +16.1% | -7.6% | +23.7% | +18.0% |
| 6M | +38.9% | -5.7% | +44.5% | +40.0% |
| YTD | +14.4% | -11.7% | +26.2% | +16.9% |
| 1Y | +5.9% | -27.4% | +33.2% | +13.2% |
| 3Y | +58.8% | -32.5% | +91.3% | +66.7% |
| 5Y | +24.7% | -3.3% | +28.0% | +16.4% |
| 10Y | +163.1% | +186.0% | -22.9% | +80.5% |
| All | +405.2% | +886.2% | -481.0% | +137.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling