+34.1%
GEN vs BG
+21.9%
+12.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.2% |
| 7D | +2.0% | +2.6% | -0.5% | +1.7% |
| 30D | +27.7% | -6.7% | +34.4% | +28.9% |
| 3M | +3.3% | -9.3% | +12.5% | +4.5% |
| 6M | +31.8% | -18.3% | +50.1% | +35.3% |
| YTD | +13.5% | +16.2% | -2.7% | +8.8% |
| 1Y | +16.0% | +7.6% | +8.4% | +12.9% |
| 3Y | +70.6% | +6.6% | +64.0% | +64.2% |
| All | +34.1% | +21.9% | +12.2% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling