+239.2%
GEN vs ESI
+224.6%
+14.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.1% |
| 6M | +38.9% | +6.6% | +32.3% | +34.2% |
| YTD | +14.4% | +45.0% | -30.6% | +3.5% |
| 1Y | +5.9% | +41.5% | -35.6% | -4.0% |
| 3Y | +58.8% | +78.8% | -20.0% | +35.9% |
| 5Y | +24.7% | +70.9% | -46.2% | +6.1% |
| 10Y | +163.1% | +317.1% | -154.0% | +85.8% |
| All | +239.2% | +224.6% | +14.6% | +133.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling