+25.4%
GEN vs COO
-38.8%
+64.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.7% |
| 7D | -1.2% | -2.2% | +1.0% | -0.5% |
| 30D | +10.1% | -7.0% | +17.2% | +12.6% |
| 3M | +16.1% | +12.2% | +3.9% | +11.7% |
| 6M | +38.9% | -15.1% | +54.0% | +45.9% |
| YTD | +14.4% | -15.1% | +29.5% | +20.3% |
| 1Y | +5.9% | +2.3% | +3.5% | +4.6% |
| 3Y | +58.8% | -23.7% | +82.5% | +67.8% |
| All | +25.4% | -38.8% | +64.2% | +43.6% |
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