+151.3%
GEN vs DD
+67.0%
+84.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -4.4% | -2.9% | -1.5% | -3.6% |
| 30D | +3.7% | -11.5% | +15.2% | +7.1% |
| 3M | +22.2% | -5.4% | +27.6% | +23.7% |
| 6M | +38.9% | -6.9% | +45.8% | +40.5% |
| YTD | +11.9% | +6.9% | +5.0% | +8.6% |
| 1Y | +4.5% | +35.6% | -31.1% | -5.5% |
| 3Y | +59.0% | +42.5% | +16.4% | +39.6% |
| 5Y | +22.0% | +58.5% | -36.5% | +2.7% |
| All | +151.3% | +67.0% | +84.3% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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