+157.2%
GEN vs ESI
+318.1%
-160.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | +2.0% | +5.5% | -3.5% | +0.8% |
| 30D | +27.7% | -7.8% | +35.5% | +29.3% |
| 3M | +3.3% | -15.0% | +18.3% | +6.1% |
| 6M | +31.8% | -24.9% | +56.7% | +37.4% |
| YTD | +13.5% | +33.2% | -19.7% | +0.5% |
| 1Y | +16.0% | +24.9% | -8.9% | +4.3% |
| 3Y | +70.6% | +77.8% | -7.2% | +37.3% |
| 5Y | +32.1% | +37.1% | -5.0% | +11.1% |
| All | +157.2% | +318.1% | -160.8% | +57.1% |
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