+292.6%
GEN vs EFV
+248.4%
+44.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -0.8% | -1.0% | +0.2% | -0.2% |
| 30D | +31.2% | +3.1% | +28.1% | +28.8% |
| 3M | +6.1% | -1.2% | +7.3% | +7.0% |
| 6M | +38.1% | +5.6% | +32.5% | +33.2% |
| YTD | +14.4% | +15.8% | -1.4% | +3.6% |
| 1Y | +15.1% | +20.0% | -4.9% | +1.8% |
| 3Y | +68.5% | +91.0% | -22.4% | +10.8% |
| 5Y | +35.8% | +93.7% | -57.8% | -12.2% |
| 10Y | +155.4% | +160.9% | -5.5% | +31.4% |
| All | +292.6% | +248.4% | +44.2% | +58.1% |
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