+156.3%
GEN vs CAPR
-75.3%
+231.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.2% |
| 7D | -1.2% | -2.0% | +0.8% | -1.2% |
| 30D | +10.1% | +139.2% | -129.0% | +9.2% |
| 3M | +16.1% | -66.4% | +82.5% | +16.5% |
| 6M | +38.9% | -63.1% | +102.0% | +39.1% |
| YTD | +14.4% | -67.4% | +81.9% | +14.8% |
| 1Y | +5.9% | +58.2% | -52.4% | +2.1% |
| 3Y | +58.8% | +42.2% | +16.6% | +51.6% |
| 5Y | +24.7% | +87.3% | -62.6% | +18.3% |
| All | +156.3% | -75.3% | +231.6% | +143.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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