+289.5%
GEN vs EFV
+249.2%
+40.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | +2.0% | +2.5% | -0.5% | +0.4% |
| 30D | +27.7% | +2.9% | +24.8% | +25.5% |
| 3M | +3.3% | -1.4% | +4.7% | +4.3% |
| 6M | +31.8% | +5.5% | +26.3% | +27.2% |
| YTD | +13.5% | +16.1% | -2.6% | +2.6% |
| 1Y | +16.0% | +20.3% | -4.2% | +2.5% |
| 3Y | +70.6% | +90.4% | -19.9% | +12.3% |
| 5Y | +32.1% | +93.5% | -61.4% | -14.5% |
| 10Y | +153.4% | +161.5% | -8.1% | +30.2% |
| All | +289.5% | +249.2% | +40.3% | +56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling