+8,064.2%
GEN vs DD
+1,151.9%
+6,912.3%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.8% | -1.8% |
| 7D | -0.3% | +9.8% | -10.1% | -3.5% |
| 30D | +28.2% | +19.3% | +8.8% | +20.9% |
| 3M | +2.6% | +9.4% | -6.8% | -0.7% |
| 6M | +32.7% | +4.8% | +27.9% | +29.7% |
| YTD | +11.3% | +30.2% | -19.0% | +0.7% |
| 1Y | +17.9% | +32.2% | -14.3% | +6.2% |
| 3Y | +66.3% | +93.1% | -26.8% | +29.8% |
| 5Y | +31.7% | +68.0% | -36.3% | +5.8% |
| 10Y | +150.0% | +98.5% | +51.5% | +76.5% |
| All | +8,064.2% | +1,151.9% | +6,912.3% | +1,987.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling