+8,297.1%
GEN vs MTB
+8,294.1%
+3.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -1.2% | +1.7% | -2.9% | -1.7% |
| 30D | +10.1% | -4.2% | +14.3% | +11.7% |
| 3M | +16.1% | +8.9% | +7.2% | +12.7% |
| 6M | +38.9% | +10.9% | +28.0% | +33.5% |
| YTD | +14.4% | +21.5% | -7.0% | +6.6% |
| 1Y | +5.9% | +21.9% | -16.1% | -1.6% |
| 3Y | +58.8% | +109.2% | -50.5% | +21.2% |
| 5Y | +24.7% | +102.0% | -77.3% | -6.9% |
| 10Y | +163.1% | +171.9% | -8.9% | +56.6% |
| All | +8,297.1% | +8,294.1% | +3.0% | +879.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling