+150.0%
GEN vs ES
+82.6%
+67.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +28.2% | +5.7% | +22.5% | +26.6% |
| 3M | +2.6% | -2.8% | +5.4% | +3.3% |
| 6M | +32.7% | +7.0% | +25.7% | +30.5% |
| YTD | +11.3% | +6.8% | +4.5% | +9.0% |
| 1Y | +17.9% | -0.5% | +18.4% | +17.2% |
| 3Y | +66.3% | +47.2% | +19.2% | +49.1% |
| 5Y | +31.7% | +2.3% | +29.4% | +27.6% |
| 10Y | +150.0% | +85.6% | +64.4% | +131.4% |
| All | +150.0% | +82.6% | +67.4% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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