+149.0%
GEN vs COO
+43.7%
+105.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -1.9% |
| 7D | -0.7% | -2.3% | +1.6% | 0.0% |
| 30D | +2.6% | -8.8% | +11.5% | +5.5% |
| 3M | +15.8% | +1.3% | +14.4% | +15.2% |
| 6M | +33.1% | -11.6% | +44.7% | +37.7% |
| YTD | +11.3% | -17.4% | +28.7% | +17.6% |
| 1Y | +1.7% | -1.6% | +3.3% | +1.6% |
| 3Y | +58.1% | -22.6% | +80.8% | +66.2% |
| 5Y | +20.6% | -40.3% | +61.0% | +34.9% |
| 10Y | +149.0% | +45.2% | +103.8% | +106.0% |
| All | +149.0% | +43.7% | +105.3% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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