+3.3%
GEN vs BG
-8.8%
+12.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.8% |
| 7D | +2.0% | +2.6% | -0.5% | +2.6% |
| 30D | +27.7% | -6.7% | +34.4% | +28.0% |
| 3M | +3.3% | -9.3% | +12.5% | +5.4% |
| All | +3.3% | -8.8% | +12.0% | +5.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling