+21.8%
GEN vs EL
+25.6%
-3.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.3% | -2.3% | +2.9% |
| 7D | +26.9% | +2.5% | +24.4% | +26.3% |
| 30D | +38.6% | +20.1% | +18.6% | +34.6% |
| 3M | +9.7% | +29.3% | -19.5% | +5.3% |
| 6M | +58.9% | +38.8% | +20.1% | +49.8% |
| YTD | +15.3% | +8.1% | +7.2% | +10.3% |
| 1Y | +21.8% | +22.3% | -0.6% | +13.4% |
| All | +21.8% | +25.6% | -3.8% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling