+25.4%
GEN vs EL
-67.1%
+92.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.1% | -2.7% |
| 7D | -1.2% | +0.8% | -2.0% | -1.3% |
| 30D | +10.1% | +19.8% | -9.7% | +6.5% |
| 3M | +16.1% | +25.7% | -9.6% | +11.2% |
| 6M | +38.9% | +5.4% | +33.4% | +36.2% |
| YTD | +14.4% | +0.2% | +14.2% | +12.6% |
| 1Y | +5.9% | +20.4% | -14.6% | +0.4% |
| 3Y | +58.8% | -32.1% | +90.9% | +61.6% |
| All | +25.4% | -67.1% | +92.5% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling