+292.7%
GEN vs EFV
+258.8%
+33.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.1% |
| 7D | -1.2% | +1.5% | -2.7% | -2.1% |
| 30D | +10.1% | +1.7% | +8.4% | +9.0% |
| 3M | +16.1% | +8.6% | +7.4% | +9.9% |
| 6M | +38.9% | +11.7% | +27.2% | +28.8% |
| YTD | +14.4% | +19.3% | -4.8% | +1.6% |
| 1Y | +5.9% | +30.2% | -24.3% | -11.2% |
| 3Y | +58.8% | +91.6% | -32.8% | +4.1% |
| 5Y | +24.7% | +96.4% | -71.7% | -20.2% |
| 10Y | +163.1% | +166.5% | -3.4% | +33.6% |
| All | +292.7% | +258.8% | +33.9% | +55.2% |
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