+177.6%
GEN vs MKTX
+1,445.7%
-1,268.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | +2.6% | +1.0% | +1.7% | +2.5% |
| 3M | +15.8% | +41.3% | -25.5% | +7.0% |
| 6M | +33.1% | -11.3% | +44.5% | +34.9% |
| YTD | +11.3% | -8.6% | +19.9% | +12.0% |
| 1Y | +1.7% | -11.1% | +12.7% | +2.7% |
| 3Y | +58.1% | -24.5% | +82.6% | +61.5% |
| 5Y | +20.6% | -61.4% | +82.0% | +38.7% |
| 10Y | +149.0% | +6.8% | +142.2% | +122.7% |
| All | +177.6% | +1,445.7% | -1,268.0% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling