+20.6%
GEN vs ESI
+77.4%
-56.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.9% |
| 7D | -0.7% | +5.4% | -6.1% | -1.9% |
| 30D | +2.6% | -4.2% | +6.8% | +3.5% |
| 3M | +15.8% | -9.6% | +25.4% | +16.5% |
| 6M | +33.1% | +18.3% | +14.8% | +21.8% |
| YTD | +11.3% | +45.8% | -34.5% | -5.5% |
| 1Y | +1.7% | +39.2% | -37.5% | -12.8% |
| 3Y | +58.1% | +86.3% | -28.1% | +19.9% |
| 5Y | +20.6% | +76.2% | -55.6% | -12.2% |
| All | +20.6% | +77.4% | -56.8% | -12.2% |
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