+65.1%
GEN vs ES
+46.6%
+18.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +1.0% | +0.9% | +0.2% | +0.8% |
| 30D | +29.1% | +5.9% | +23.2% | +27.2% |
| 3M | +2.9% | -1.0% | +3.9% | +3.0% |
| 6M | +33.6% | +7.2% | +26.4% | +31.2% |
| YTD | +12.0% | +7.0% | +5.1% | +9.2% |
| 1Y | +16.2% | +0.5% | +15.7% | +15.1% |
| 3Y | +65.1% | +48.7% | +16.4% | +37.6% |
| All | +65.1% | +46.6% | +18.5% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling