+151.3%
GEN vs MTB
+172.9%
-21.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -4.4% | -0.4% | -3.9% | -4.3% |
| 30D | +3.7% | -4.6% | +8.3% | +4.8% |
| 3M | +22.2% | +7.4% | +14.8% | +20.3% |
| 6M | +38.9% | +18.7% | +20.3% | +33.5% |
| YTD | +11.9% | +21.1% | -9.2% | +7.0% |
| 1Y | +4.5% | +24.1% | -19.6% | -0.7% |
| 3Y | +59.0% | +115.3% | -56.4% | +34.4% |
| 5Y | +22.0% | +106.0% | -84.1% | +2.9% |
| All | +151.3% | +172.9% | -21.6% | +92.8% |
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