+34.1%
GEN vs BR
+18.8%
+15.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.1% |
| 7D | +2.0% | +1.1% | +1.0% | +1.5% |
| 30D | +27.7% | +14.4% | +13.4% | +20.0% |
| 3M | +3.3% | +12.4% | -9.2% | -2.2% |
| 6M | +31.8% | +35.4% | -3.6% | +14.7% |
| YTD | +13.5% | -12.2% | +25.7% | +19.0% |
| 1Y | +16.0% | -12.7% | +28.8% | +22.1% |
| 3Y | +70.6% | +14.3% | +56.3% | +60.7% |
| All | +34.1% | +18.8% | +15.3% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling