+22.0%
GEN vs DTE
+31.2%
-9.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.1% |
| 7D | -4.3% | -2.0% | -2.3% | -3.8% |
| 30D | +3.8% | -2.4% | +6.2% | +4.5% |
| 3M | +22.3% | -7.3% | +29.6% | +25.0% |
| 6M | +39.0% | -7.6% | +46.6% | +41.7% |
| YTD | +11.9% | +5.8% | +6.1% | +7.7% |
| 1Y | +4.5% | +2.3% | +2.2% | +1.9% |
| 3Y | +59.0% | +45.0% | +14.0% | +33.4% |
| 5Y | +22.0% | +33.2% | -11.2% | +7.6% |
| All | +22.0% | +31.2% | -9.2% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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