+1,264.7%
GEN vs BG
+954.5%
+310.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.0% |
| 7D | +2.0% | +2.6% | -0.5% | +1.5% |
| 30D | +27.7% | -6.7% | +34.4% | +29.4% |
| 3M | +3.3% | -9.3% | +12.5% | +5.0% |
| 6M | +31.8% | -18.3% | +50.1% | +36.6% |
| YTD | +13.5% | +16.2% | -2.7% | +8.3% |
| 1Y | +16.0% | +7.6% | +8.4% | +12.6% |
| 3Y | +70.6% | +6.6% | +64.0% | +63.4% |
| 5Y | +32.1% | +22.2% | +9.9% | +20.6% |
| 10Y | +153.4% | +112.0% | +41.4% | +93.5% |
| All | +1,264.7% | +954.5% | +310.2% | +652.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling