+149.7%
GEN vs ESI
+306.3%
-156.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | +1.0% | -6.6% | +7.6% | +2.3% |
| 30D | +29.1% | -9.8% | +38.9% | +31.3% |
| 3M | +2.9% | -11.9% | +14.8% | +4.8% |
| 6M | +33.6% | -25.1% | +58.7% | +39.3% |
| YTD | +12.0% | +31.9% | -19.9% | -0.6% |
| 1Y | +16.2% | +19.2% | -3.0% | +5.7% |
| 3Y | +65.1% | +76.2% | -11.1% | +33.1% |
| 5Y | +33.3% | +39.4% | -6.1% | +11.7% |
| 10Y | +149.7% | +304.9% | -155.2% | +52.8% |
| All | +149.7% | +306.3% | -156.6% | +52.8% |
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