+34.1%
GEN vs CAPR
+172.3%
-138.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.9% | +9.3% | +2.5% |
| 7D | +2.0% | +5.9% | -3.8% | +1.9% |
| 30D | +27.7% | +44.6% | -16.9% | +27.2% |
| 3M | +3.3% | +126.4% | -123.1% | +2.1% |
| 6M | +31.8% | -68.6% | +100.4% | +32.4% |
| YTD | +13.5% | -67.0% | +80.5% | +13.8% |
| 1Y | +16.0% | +65.2% | -49.1% | +10.3% |
| 3Y | +70.6% | +235.6% | -165.0% | +51.8% |
| All | +34.1% | +172.3% | -138.2% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling