+4.5%
GEN vs MTB
+22.5%
-18.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -4.4% | -0.4% | -3.9% | -4.2% |
| 30D | +3.7% | -4.6% | +8.3% | +5.0% |
| 3M | +22.2% | +7.4% | +14.8% | +20.2% |
| 6M | +38.9% | +18.7% | +20.3% | +31.5% |
| YTD | +11.9% | +21.1% | -9.2% | +5.0% |
| 1Y | +4.5% | +24.1% | -19.6% | -4.5% |
| All | +4.5% | +22.5% | -18.0% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling