+153.2%
GEN vs EXEL
+378.5%
-225.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -2.9% | -0.3% | -2.6% | -2.9% |
| 30D | +2.1% | +10.1% | -8.1% | +0.7% |
| 3M | +19.7% | +10.1% | +9.6% | +18.0% |
| 6M | +33.3% | +37.7% | -4.4% | +27.2% |
| YTD | +11.1% | +33.1% | -22.0% | +6.4% |
| 1Y | +3.0% | +52.4% | -49.4% | -3.4% |
| 3Y | +57.9% | +163.8% | -105.9% | +35.6% |
| 5Y | +20.6% | +198.5% | -177.9% | +0.6% |
| 10Y | +153.2% | +386.9% | -233.7% | +120.3% |
| All | +153.2% | +378.5% | -225.3% | +120.3% |
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