+155.4%
GEN vs EL
+63.7%
+91.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.3% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | +31.2% | +12.3% | +18.9% | +28.1% |
| 3M | +6.1% | +28.4% | -22.3% | +0.5% |
| 6M | +38.1% | +36.7% | +1.4% | +28.6% |
| YTD | +14.4% | +8.4% | +6.0% | +10.4% |
| 1Y | +15.1% | +25.4% | -10.3% | +7.7% |
| 3Y | +68.5% | +3.4% | +65.1% | +56.8% |
| 5Y | +35.8% | -64.8% | +100.6% | +60.0% |
| 10Y | +155.4% | +63.0% | +92.4% | +77.0% |
| All | +155.4% | +63.7% | +91.7% | +77.0% |
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