+153.8%
GEN vs GAP
+31.2%
+122.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.7% |
| 7D | -1.3% | -4.1% | +2.8% | -0.9% |
| 30D | +6.1% | +6.2% | -0.1% | +5.5% |
| 3M | +27.0% | -0.7% | +27.6% | +26.8% |
| 6M | +43.9% | -7.1% | +51.0% | +43.9% |
| YTD | +13.0% | -14.1% | +27.1% | +13.6% |
| 1Y | +4.0% | -8.5% | +12.5% | +3.9% |
| 3Y | +66.2% | +115.4% | -49.2% | +50.0% |
| 5Y | +23.2% | +9.8% | +13.3% | +13.3% |
| All | +153.8% | +31.2% | +122.5% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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