+3,122.1%
GEN vs EL
+1,685.7%
+1,436.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.1% | -3.0% |
| 7D | -1.2% | +0.8% | -2.0% | -1.4% |
| 30D | +10.1% | +19.8% | -9.7% | +4.3% |
| 3M | +16.1% | +25.7% | -9.6% | +8.3% |
| 6M | +38.9% | +5.4% | +33.4% | +34.6% |
| YTD | +14.4% | +0.2% | +14.2% | +11.4% |
| 1Y | +5.9% | +20.4% | -14.6% | -2.8% |
| 3Y | +58.8% | -32.1% | +90.9% | +61.7% |
| 5Y | +24.7% | -67.2% | +91.8% | +53.4% |
| 10Y | +163.1% | +31.7% | +131.3% | +95.4% |
| All | +3,122.1% | +1,685.7% | +1,436.4% | +789.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling