+153.2%
GEN vs CRL
+244.4%
-91.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -2.9% | -4.6% | +1.7% | -1.8% |
| 30D | +2.1% | +0.5% | +1.6% | +1.9% |
| 3M | +19.7% | +46.6% | -26.9% | +8.4% |
| 6M | +33.3% | +57.3% | -24.0% | +17.4% |
| YTD | +11.1% | +39.5% | -28.4% | +0.7% |
| 1Y | +3.0% | +76.9% | -73.9% | -12.6% |
| 3Y | +57.9% | +39.4% | +18.5% | +36.0% |
| 5Y | +20.6% | -37.2% | +57.8% | +25.2% |
| 10Y | +153.2% | +253.4% | -100.2% | +55.5% |
| All | +153.2% | +244.4% | -91.2% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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