+153.8%
GEN vs BG
+166.7%
-12.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.2% |
| 7D | -1.3% | +3.1% | -4.4% | -1.8% |
| 30D | +6.1% | +10.2% | -4.1% | +4.4% |
| 3M | +27.0% | -1.7% | +28.6% | +26.9% |
| 6M | +43.9% | +1.0% | +42.9% | +42.9% |
| YTD | +13.0% | +39.9% | -26.9% | +5.8% |
| 1Y | +4.0% | +53.2% | -49.2% | -4.3% |
| 3Y | +66.2% | +16.3% | +49.9% | +58.8% |
| 5Y | +23.2% | +83.9% | -60.7% | +7.4% |
| All | +153.8% | +166.7% | -12.9% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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