+37.4%
GEN vs DOC
-22.8%
+60.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +0.9% | +2.9% |
| 7D | +26.9% | +8.7% | +18.1% | +23.5% |
| 30D | +38.6% | +7.6% | +31.0% | +35.4% |
| 3M | +9.7% | -5.3% | +15.0% | +11.6% |
| 6M | +58.9% | +27.6% | +31.3% | +45.4% |
| YTD | +15.3% | +32.4% | -17.1% | +3.8% |
| 1Y | +21.8% | +22.9% | -1.1% | +12.6% |
| 3Y | +85.8% | +43.1% | +42.7% | +59.4% |
| 5Y | +37.4% | -21.4% | +58.8% | +37.5% |
| All | +37.4% | -22.8% | +60.2% | +37.5% |
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