+21.8%
GEN vs NTR
+36.7%
-14.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.0% | 0.0% | +4.0% |
| 7D | +26.9% | +4.3% | +22.5% | +26.9% |
| 30D | +38.6% | +2.6% | +36.1% | +38.7% |
| 3M | +9.7% | +8.5% | +1.2% | +10.4% |
| 6M | +58.9% | -3.3% | +62.2% | +59.3% |
| YTD | +15.3% | +19.6% | -4.3% | +13.3% |
| 1Y | +21.8% | +37.6% | -15.8% | +14.3% |
| All | +21.8% | +36.7% | -14.9% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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