+115.2%
GEN vs NTR
+97.9%
+17.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.0% |
| 7D | -1.3% | -1.3% | 0.0% | -1.0% |
| 30D | +6.1% | +16.8% | -10.7% | +2.9% |
| 3M | +27.0% | +20.7% | +6.2% | +22.0% |
| 6M | +43.9% | +0.5% | +43.3% | +42.7% |
| YTD | +13.0% | +29.2% | -16.2% | +5.8% |
| 1Y | +4.0% | +39.6% | -35.6% | -4.5% |
| 3Y | +66.2% | +37.9% | +28.3% | +50.9% |
| 5Y | +23.2% | +47.1% | -23.9% | +5.6% |
| All | +115.2% | +97.9% | +17.2% | +67.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling