+157.2%
GEN vs EXEL
+320.7%
-163.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.6% |
| 7D | +2.0% | -0.8% | +2.9% | +2.2% |
| 30D | +27.7% | +13.1% | +14.6% | +25.5% |
| 3M | +3.3% | +36.3% | -33.1% | -1.4% |
| 6M | +31.8% | +34.5% | -2.7% | +25.8% |
| YTD | +13.5% | +57.4% | -43.9% | +5.5% |
| 1Y | +16.0% | +62.9% | -46.9% | +7.2% |
| 3Y | +70.6% | +229.5% | -158.9% | +39.2% |
| 5Y | +32.1% | +281.2% | -249.1% | +4.1% |
| All | +157.2% | +320.7% | -163.5% | +94.6% |
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