+1,238.2%
GEN vs BG
+1,185.2%
+53.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.4% | -7.1% | -3.7% |
| 7D | -0.7% | +2.4% | -3.1% | -1.2% |
| 30D | +2.6% | +15.0% | -12.4% | -0.5% |
| 3M | +15.8% | -0.7% | +16.4% | +15.4% |
| 6M | +33.1% | +7.5% | +25.6% | +30.0% |
| YTD | +11.3% | +41.6% | -30.3% | +2.1% |
| 1Y | +1.7% | +50.7% | -49.0% | -8.3% |
| 3Y | +58.1% | +20.3% | +37.9% | +48.0% |
| 5Y | +20.6% | +85.2% | -64.6% | +0.7% |
| 10Y | +149.0% | +160.6% | -11.6% | +81.9% |
| All | +1,238.2% | +1,185.2% | +53.0% | +609.7% |
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 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