+153.8%
GEN vs NTRS
+259.9%
-106.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | -1.3% | +1.4% | -2.6% | -1.6% |
| 30D | +6.1% | -0.7% | +6.8% | +6.3% |
| 3M | +27.0% | +11.3% | +15.6% | +23.1% |
| 6M | +43.9% | +35.5% | +8.3% | +31.7% |
| YTD | +13.0% | +40.6% | -27.6% | +2.2% |
| 1Y | +4.0% | +49.2% | -45.2% | -7.5% |
| 3Y | +66.2% | +167.2% | -101.0% | +25.0% |
| 5Y | +23.2% | +94.9% | -71.8% | -1.5% |
| All | +153.8% | +259.9% | -106.2% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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