+112.0%
GEN vs NTR
+103.6%
+8.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.3% | -3.0% |
| 7D | -0.7% | +3.8% | -4.5% | -1.4% |
| 30D | +2.6% | +25.2% | -22.6% | -1.8% |
| 3M | +15.8% | +21.0% | -5.2% | +11.2% |
| 6M | +33.1% | +7.6% | +25.5% | +30.2% |
| YTD | +11.3% | +32.9% | -21.6% | +3.7% |
| 1Y | +1.7% | +43.1% | -41.4% | -7.1% |
| 3Y | +58.1% | +41.6% | +16.6% | +42.9% |
| 5Y | +20.6% | +54.8% | -34.1% | +2.3% |
| All | +112.0% | +103.6% | +8.4% | +64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling