+187.2%
GEN vs REPL
+39.1%
+148.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -2.9% | 0.0% |
| 7D | -0.3% | +14.2% | -14.5% | -0.7% |
| 30D | +28.2% | +65.9% | -37.7% | +26.4% |
| 3M | +2.6% | +84.6% | -82.0% | +0.9% |
| 6M | +32.7% | +446.9% | -414.2% | +24.1% |
| YTD | +11.3% | +129.0% | -117.7% | +4.9% |
| 1Y | +17.9% | +167.9% | -149.9% | +10.7% |
| 3Y | +66.3% | +93.9% | -27.6% | +44.8% |
| 5Y | +31.7% | -33.0% | +64.7% | +20.4% |
| All | +187.2% | +39.1% | +148.1% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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