+25.4%
GEN vs DOC
-24.5%
+49.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.6% |
| 7D | -1.2% | -1.5% | +0.3% | -0.7% |
| 30D | +10.1% | -4.8% | +14.9% | +11.8% |
| 3M | +16.1% | +6.9% | +9.2% | +13.6% |
| 6M | +38.9% | +20.7% | +18.1% | +29.7% |
| YTD | +14.4% | +34.1% | -19.7% | +2.7% |
| 1Y | +5.9% | +22.6% | -16.8% | -2.1% |
| 3Y | +58.8% | +20.8% | +38.0% | +45.4% |
| All | +25.4% | -24.5% | +49.9% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling