+27.7%
GEN vs ESI
+28.5%
-0.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.6% | -3.0% |
| 7D | +2.3% | -8.5% | +10.8% | +4.0% |
| 30D | +33.1% | -15.7% | +48.7% | +37.2% |
| 3M | +6.5% | -18.2% | +24.7% | +10.2% |
| 6M | +53.8% | -28.8% | +82.6% | +62.3% |
| YTD | +11.2% | +26.3% | -15.0% | -3.9% |
| 1Y | +19.4% | +18.2% | +1.2% | +5.2% |
| 3Y | +81.0% | +68.1% | +12.9% | +36.8% |
| All | +27.7% | +28.5% | -0.8% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling