+26.2%
GEN vs MKTX
-60.5%
+86.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | -1.3% | -0.2% | -1.0% | -1.2% |
| 30D | +6.1% | +0.7% | +5.4% | +6.0% |
| 3M | +27.0% | +40.8% | -13.8% | +19.6% |
| 6M | +43.9% | -8.0% | +51.9% | +45.6% |
| YTD | +13.0% | -8.7% | +21.7% | +14.4% |
| 1Y | +4.0% | -11.8% | +15.9% | +5.8% |
| 3Y | +66.2% | -24.0% | +90.2% | +69.4% |
| All | +26.2% | -60.5% | +86.7% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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