+151.2%
GEN vs MTB
+113.8%
+37.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | +24.7% | +0.8% | +23.8% | +24.5% |
| 3M | +4.1% | -12.8% | +16.9% | +7.3% |
| 6M | +36.0% | +6.7% | +29.3% | +34.1% |
| YTD | +10.9% | +11.3% | -0.5% | +8.0% |
| 1Y | +12.2% | +20.2% | -8.0% | +7.5% |
| 3Y | +63.3% | +103.8% | -40.4% | +40.2% |
| 5Y | +29.0% | +60.9% | -31.8% | +13.9% |
| All | +151.2% | +113.8% | +37.4% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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