+232.1%
GEN vs ESI
+195.2%
+36.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | +1.0% | -6.6% | +7.6% | +2.1% |
| 30D | +29.1% | -9.8% | +38.9% | +30.9% |
| 3M | +2.9% | -11.9% | +14.8% | +4.5% |
| 6M | +33.6% | -25.1% | +58.7% | +38.3% |
| YTD | +12.0% | +31.9% | -19.9% | +2.4% |
| 1Y | +16.2% | +19.2% | -3.0% | +8.3% |
| 3Y | +65.1% | +76.2% | -11.1% | +40.7% |
| 5Y | +33.3% | +39.4% | -6.1% | +17.1% |
| 10Y | +149.7% | +304.9% | -155.2% | +76.9% |
| All | +232.1% | +195.2% | +36.9% | +130.8% |
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