+34.1%
GEN vs COO
-40.4%
+74.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.2% |
| 7D | +2.0% | +0.5% | +1.6% | +1.9% |
| 30D | +27.7% | +14.2% | +13.6% | +23.0% |
| 3M | +3.3% | -18.2% | +21.5% | +9.1% |
| 6M | +31.8% | +5.3% | +26.5% | +28.4% |
| YTD | +13.5% | -23.6% | +37.1% | +22.4% |
| 1Y | +16.0% | -12.7% | +28.7% | +20.0% |
| 3Y | +70.6% | -24.2% | +94.8% | +79.1% |
| All | +34.1% | -40.4% | +74.5% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling