+8,061.5%
GEN vs ES
+1,235.9%
+6,825.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.2% | -1.9% |
| 7D | +2.3% | +1.9% | +0.4% | +1.8% |
| 30D | +33.1% | +7.1% | +26.0% | +30.7% |
| 3M | +6.5% | -1.9% | +8.4% | +7.1% |
| 6M | +53.8% | +4.4% | +49.4% | +51.8% |
| YTD | +11.2% | +7.3% | +3.9% | +8.5% |
| 1Y | +19.4% | +2.1% | +17.3% | +17.7% |
| 3Y | +81.0% | +41.8% | +39.2% | +61.5% |
| 5Y | +33.4% | +1.4% | +32.0% | +29.4% |
| 10Y | +164.3% | +86.8% | +77.5% | +108.3% |
| All | +8,061.5% | +1,235.9% | +6,825.5% | +3,635.9% |
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