+66.2%
GEN vs NTRS
+168.2%
-102.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | -1.3% | +1.4% | -2.6% | -1.7% |
| 30D | +6.1% | -0.7% | +6.8% | +6.3% |
| 3M | +27.0% | +11.3% | +15.6% | +22.1% |
| 6M | +43.9% | +35.5% | +8.3% | +28.1% |
| YTD | +13.0% | +40.6% | -27.6% | -1.0% |
| 1Y | +4.0% | +49.2% | -45.2% | -11.1% |
| 3Y | +66.2% | +167.2% | -101.0% | +7.0% |
| All | +66.2% | +168.2% | -102.0% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling