+57.7%
GEN vs DOC
+20.8%
+36.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.7% |
| 7D | -1.2% | -1.5% | +0.3% | -0.8% |
| 30D | +10.1% | -4.8% | +14.9% | +11.6% |
| 3M | +16.1% | +6.9% | +9.2% | +13.9% |
| 6M | +38.9% | +20.7% | +18.1% | +30.9% |
| YTD | +14.4% | +34.1% | -19.7% | +3.7% |
| 1Y | +5.9% | +22.6% | -16.8% | -1.3% |
| All | +57.7% | +20.8% | +36.9% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 3y: compounded portfolio wealth divided by compounded DOC 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…
3y analysis · Full analysis span regression · 6 months rolling