+149.7%
GEN vs EXEL
+363.4%
-213.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | +1.0% | -2.4% | +3.4% | +1.3% |
| 30D | +29.1% | +17.9% | +11.2% | +26.0% |
| 3M | +2.9% | +33.3% | -30.4% | -1.4% |
| 6M | +33.6% | +46.6% | -12.9% | +25.9% |
| YTD | +12.0% | +61.0% | -49.0% | +3.8% |
| 1Y | +16.2% | +70.4% | -54.3% | +6.7% |
| 3Y | +65.1% | +236.1% | -171.0% | +34.4% |
| 5Y | +33.3% | +284.8% | -251.5% | +4.9% |
| 10Y | +149.7% | +348.4% | -198.8% | +89.4% |
| All | +149.7% | +363.4% | -213.8% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling