+8,294.4%
GEN vs DD
+1,155.7%
+7,138.6%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.4% |
| 7D | -0.8% | +3.2% | -4.0% | -1.9% |
| 30D | +31.2% | +20.3% | +10.9% | +23.5% |
| 3M | +6.1% | +8.2% | -2.1% | +3.1% |
| 6M | +38.1% | +3.4% | +34.7% | +35.6% |
| YTD | +14.4% | +30.6% | -16.2% | +3.4% |
| 1Y | +15.1% | +30.6% | -15.5% | +4.1% |
| 3Y | +68.5% | +91.1% | -22.6% | +31.9% |
| 5Y | +35.8% | +68.6% | -32.8% | +9.0% |
| 10Y | +155.4% | +99.9% | +55.5% | +79.9% |
| All | +8,294.4% | +1,155.7% | +7,138.6% | +2,044.2% |
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 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