+3,032.8%
GEN vs EL
+1,845.6%
+1,187.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.7% |
| 7D | -0.3% | +8.0% | -8.3% | -2.4% |
| 30D | +28.2% | +15.4% | +12.8% | +23.1% |
| 3M | +2.6% | +28.5% | -25.9% | -4.9% |
| 6M | +32.7% | +32.2% | +0.4% | +21.2% |
| YTD | +11.3% | +9.2% | +2.1% | +5.6% |
| 1Y | +17.9% | +30.8% | -12.8% | +6.2% |
| 3Y | +66.3% | +3.7% | +62.6% | +50.3% |
| 5Y | +31.7% | -64.8% | +96.5% | +58.9% |
| 10Y | +150.0% | +60.0% | +90.0% | +74.8% |
| All | +3,032.8% | +1,845.6% | +1,187.2% | +743.0% |
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 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