+21.1%
GEN vs EFV
+94.7%
-73.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.4% |
| 7D | -2.9% | -0.5% | -2.4% | -2.5% |
| 30D | +2.1% | 0.0% | +2.0% | +2.1% |
| 3M | +19.7% | +8.4% | +11.3% | +13.2% |
| 6M | +33.3% | +12.3% | +20.9% | +22.7% |
| YTD | +11.1% | +17.4% | -6.3% | -1.1% |
| 1Y | +3.0% | +27.1% | -24.1% | -13.5% |
| 3Y | +57.9% | +90.7% | -32.8% | +0.8% |
| All | +21.1% | +94.7% | -73.5% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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