+153.2%
GEN vs ESI
+308.3%
-155.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -2.9% | +3.9% | -6.8% | -3.8% |
| 30D | +2.1% | -3.8% | +5.8% | +2.8% |
| 3M | +19.7% | -13.1% | +32.8% | +21.9% |
| 6M | +33.3% | +11.3% | +21.9% | +26.2% |
| YTD | +11.1% | +44.1% | -33.0% | -2.0% |
| 1Y | +3.0% | +40.3% | -37.3% | -8.9% |
| 3Y | +57.9% | +84.1% | -26.2% | +28.5% |
| 5Y | +20.6% | +75.8% | -55.2% | -2.6% |
| 10Y | +153.2% | +320.7% | -167.5% | +73.8% |
| All | +153.2% | +308.3% | -155.1% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling