+383.5%
GEN vs CAPR
-99.1%
+482.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.0% |
| 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% | +14.7% |
| 1Y | +5.9% | +58.2% | -52.4% | +1.9% |
| 3Y | +58.8% | +42.2% | +16.6% | +51.0% |
| 5Y | +24.7% | +87.3% | -62.6% | +17.6% |
| 10Y | +163.1% | -75.3% | +238.3% | +142.2% |
| All | +383.5% | -99.1% | +482.6% | +322.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling