+38.9%
GEN vs CAPR
-64.4%
+103.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.1% |
| 7D | -1.2% | -2.0% | +0.8% | -1.3% |
| 30D | +10.1% | +139.2% | -129.0% | +16.7% |
| 3M | +16.1% | -66.4% | +82.5% | +10.9% |
| 6M | +38.9% | -63.1% | +102.0% | +26.6% |
| All | +38.9% | -64.4% | +103.3% | +26.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling