+8,297.1%
GEN vs ES
+1,243.3%
+7,053.8%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | -1.2% | +0.3% | -1.5% | -1.3% |
| 30D | +10.1% | -2.0% | +12.1% | +10.7% |
| 3M | +16.1% | +1.7% | +14.4% | +15.5% |
| 6M | +38.9% | -3.5% | +42.4% | +39.6% |
| YTD | +14.4% | +7.9% | +6.5% | +11.4% |
| 1Y | +5.9% | +17.2% | -11.3% | +0.3% |
| 3Y | +58.8% | +29.3% | +29.5% | +44.9% |
| 5Y | +24.7% | -5.7% | +30.4% | +23.0% |
| 10Y | +163.1% | +85.2% | +77.9% | +107.5% |
| All | +8,297.1% | +1,243.3% | +7,053.8% | +3,734.3% |
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