+153.2%
GEN vs EL
+28.8%
+124.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.4% |
| 7D | -2.9% | -2.4% | -0.6% | -2.5% |
| 30D | +2.1% | +13.7% | -11.6% | -0.8% |
| 3M | +19.7% | +14.5% | +5.2% | +16.1% |
| 6M | +33.3% | +7.4% | +25.9% | +30.0% |
| YTD | +11.1% | -4.7% | +15.8% | +10.2% |
| 1Y | +3.0% | +12.9% | -9.9% | -1.8% |
| 3Y | +57.9% | -32.2% | +90.1% | +60.9% |
| 5Y | +20.6% | -68.4% | +89.0% | +45.0% |
| 10Y | +153.2% | +28.3% | +125.0% | +90.1% |
| All | +153.2% | +28.8% | +124.4% | +90.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling