+62.5%
GEN vs ESI
+81.9%
-19.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -2.7% |
| 7D | -1.2% | +3.3% | -4.5% | -1.8% |
| 30D | +10.1% | -5.9% | +16.0% | +11.3% |
| 3M | +16.1% | -14.1% | +30.2% | +17.9% |
| 6M | +38.9% | +6.6% | +32.3% | +30.7% |
| YTD | +14.4% | +45.0% | -30.6% | -3.7% |
| 1Y | +5.9% | +41.5% | -35.6% | -10.6% |
| All | +62.5% | +81.9% | -19.4% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling