+8,283.4%
GEN vs ES
+1,275.7%
+7,007.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.5% |
| 7D | +8.5% | +5.9% | +2.6% | +6.9% |
| 30D | +34.2% | +10.2% | +24.0% | +30.8% |
| 3M | +10.0% | +0.4% | +9.6% | +9.9% |
| 6M | +56.8% | +6.9% | +49.9% | +53.8% |
| YTD | +14.2% | +10.5% | +3.7% | +10.6% |
| 1Y | +20.8% | +3.2% | +17.6% | +18.7% |
| 3Y | +84.1% | +49.0% | +35.0% | +62.0% |
| 5Y | +37.1% | +4.5% | +32.6% | +31.9% |
| 10Y | +171.5% | +92.3% | +79.2% | +112.2% |
| All | +8,283.4% | +1,275.7% | +7,007.7% | +3,706.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling