+149.0%
GEN vs GPC
+79.8%
+69.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -2.0% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | +2.6% | -0.4% | +3.0% | +2.7% |
| 3M | +15.8% | +39.2% | -23.4% | +6.2% |
| 6M | +33.1% | +18.2% | +14.9% | +26.9% |
| YTD | +11.3% | +12.1% | -0.8% | +7.3% |
| 1Y | +1.7% | -0.7% | +2.3% | +1.1% |
| 3Y | +58.1% | -1.7% | +59.8% | +54.5% |
| 5Y | +20.6% | +29.3% | -8.7% | +10.2% |
| 10Y | +149.0% | +80.7% | +68.3% | +109.1% |
| All | +149.0% | +79.8% | +69.2% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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