+155.4%
GEN vs MTB
+119.7%
+35.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | -0.8% | -2.0% | +1.2% | -0.4% |
| 30D | +31.2% | +0.1% | +31.1% | +31.3% |
| 3M | +6.1% | -12.1% | +18.2% | +9.1% |
| 6M | +38.1% | +7.3% | +30.8% | +36.0% |
| YTD | +14.4% | +11.5% | +2.9% | +11.5% |
| 1Y | +15.1% | +21.3% | -6.1% | +10.2% |
| 3Y | +68.5% | +104.1% | -35.6% | +44.7% |
| 5Y | +35.8% | +61.8% | -26.0% | +19.8% |
| 10Y | +155.4% | +115.4% | +40.0% | +115.0% |
| All | +155.4% | +119.7% | +35.7% | +115.0% |
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