+66.3%
GEN vs EL
+1.5%
+64.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.4% |
| 7D | -0.3% | +8.0% | -8.3% | -1.5% |
| 30D | +28.2% | +15.4% | +12.8% | +25.4% |
| 3M | +2.6% | +28.5% | -25.9% | -1.4% |
| 6M | +32.7% | +32.2% | +0.4% | +26.5% |
| YTD | +11.3% | +9.2% | +2.1% | +8.1% |
| 1Y | +17.9% | +30.8% | -12.8% | +11.5% |
| 3Y | +66.3% | +3.7% | +62.6% | +55.7% |
| All | +66.3% | +1.5% | +64.8% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling