+27.7%
GEN vs CAPR
+142.6%
-114.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.7% | -7.3% | -2.7% |
| 7D | +2.3% | +41.1% | -38.8% | +1.9% |
| 30D | +33.1% | +11.1% | +21.9% | +32.8% |
| 3M | +6.5% | +115.3% | -108.8% | +5.4% |
| 6M | +53.8% | -73.8% | +127.6% | +54.9% |
| YTD | +11.2% | -68.8% | +80.0% | +11.6% |
| 1Y | +19.4% | +43.3% | -23.9% | +13.8% |
| 3Y | +81.0% | +214.7% | -133.6% | +61.1% |
| All | +27.7% | +142.6% | -114.9% | +14.7% |
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