+153.8%
GEN vs BTG
+159.3%
-5.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -1.3% | -3.8% | +2.5% | -1.0% |
| 30D | +6.1% | +3.6% | +2.5% | +5.9% |
| 3M | +27.0% | +32.0% | -5.1% | +24.6% |
| 6M | +43.9% | +3.4% | +40.5% | +42.9% |
| YTD | +13.0% | +20.8% | -7.8% | +11.1% |
| 1Y | +4.0% | +22.4% | -18.4% | +2.0% |
| 3Y | +66.2% | +91.7% | -25.5% | +57.6% |
| 5Y | +23.2% | +79.0% | -55.8% | +16.6% |
| All | +153.8% | +159.3% | -5.5% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling