+20.6%
GEN vs GAP
+9.4%
+11.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | -0.7% | +1.7% | -2.4% | -0.9% |
| 30D | +2.6% | +9.3% | -6.7% | +1.5% |
| 3M | +15.8% | +6.1% | +9.7% | +14.8% |
| 6M | +33.1% | -2.3% | +35.4% | +32.4% |
| YTD | +11.3% | -10.6% | +21.9% | +11.6% |
| 1Y | +1.7% | -4.4% | +6.1% | +0.9% |
| 3Y | +58.1% | +118.3% | -60.2% | +34.8% |
| 5Y | +20.6% | +12.2% | +8.4% | -0.1% |
| All | +20.6% | +9.4% | +11.2% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling