+27.7%
GEN vs ES
+1.4%
+26.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.2% | -1.7% |
| 7D | +2.3% | +1.9% | +0.4% | +1.7% |
| 30D | +33.1% | +7.1% | +26.0% | +30.4% |
| 3M | +6.5% | -1.9% | +8.4% | +7.0% |
| 6M | +53.8% | +4.4% | +49.4% | +51.5% |
| YTD | +11.2% | +7.3% | +3.9% | +7.9% |
| 1Y | +19.4% | +2.1% | +17.3% | +17.3% |
| 3Y | +81.0% | +41.8% | +39.2% | +54.8% |
| All | +27.7% | +1.4% | +26.3% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling