+150.0%
GEN vs DAR
+288.2%
-138.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.6% | -0.7% |
| 7D | -0.3% | -2.8% | +2.5% | +0.1% |
| 30D | +28.2% | -12.8% | +41.0% | +30.7% |
| 3M | +2.6% | -11.6% | +14.2% | +4.1% |
| 6M | +32.7% | -16.8% | +49.5% | +35.6% |
| YTD | +11.3% | +45.9% | -34.7% | +3.2% |
| 1Y | +17.9% | +61.5% | -43.5% | +7.3% |
| 3Y | +66.3% | +23.0% | +43.4% | +54.4% |
| 5Y | +31.7% | -35.8% | +67.5% | +33.1% |
| 10Y | +150.0% | +280.4% | -130.4% | +75.9% |
| All | +150.0% | +288.2% | -138.2% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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