+63.4%
GEN vs BR
-5.1%
+68.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -2.9% | -5.0% | +2.1% | -0.2% |
| 30D | +2.1% | -2.5% | +4.5% | +3.4% |
| 3M | +19.7% | +13.5% | +6.2% | +11.6% |
| 6M | +33.3% | -9.4% | +42.7% | +39.4% |
| YTD | +11.1% | -23.3% | +34.4% | +27.7% |
| 1Y | +3.0% | -31.6% | +34.6% | +26.5% |
| All | +63.4% | -5.1% | +68.6% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling