+20.6%
GEN vs MTB
+102.5%
-81.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.6% |
| 7D | -0.7% | +2.8% | -3.5% | -1.5% |
| 30D | +2.6% | -4.2% | +6.8% | +4.0% |
| 3M | +15.8% | +7.8% | +8.0% | +13.0% |
| 6M | +33.1% | +14.8% | +18.3% | +27.0% |
| YTD | +11.3% | +20.8% | -9.5% | +4.4% |
| 1Y | +1.7% | +23.1% | -21.5% | -5.3% |
| 3Y | +58.1% | +114.8% | -56.7% | +23.4% |
| 5Y | +20.6% | +103.3% | -82.7% | -8.5% |
| All | +20.6% | +102.5% | -81.8% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling