+33.3%
GEN vs GAP
+7.5%
+25.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | +29.1% | -5.4% | +34.5% | +29.9% |
| 3M | +2.9% | +2.9% | 0.0% | +2.3% |
| 6M | +33.6% | -4.4% | +38.0% | +33.3% |
| YTD | +12.0% | -11.6% | +23.6% | +12.3% |
| 1Y | +16.2% | -6.0% | +22.2% | +15.5% |
| 3Y | +65.1% | +78.0% | -12.9% | +44.6% |
| 5Y | +33.3% | +8.5% | +24.8% | +10.6% |
| All | +33.3% | +7.5% | +25.8% | +10.6% |
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