+1.7%
GEN vs ESI
+39.5%
-37.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.7% |
| 7D | -0.7% | +5.4% | -6.1% | -0.8% |
| 30D | +2.6% | -4.2% | +6.8% | +2.7% |
| 3M | +15.8% | -9.6% | +25.4% | +14.5% |
| 6M | +33.1% | +18.3% | +14.8% | +24.2% |
| YTD | +11.3% | +45.8% | -34.5% | -1.8% |
| 1Y | +1.7% | +39.2% | -37.5% | -9.9% |
| All | +1.7% | +39.5% | -37.9% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling