+189.2%
GEN vs REPL
+45.5%
+143.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | +0.6% |
| 7D | +1.0% | +12.7% | -11.7% | +0.7% |
| 30D | +29.1% | +73.5% | -44.4% | +27.2% |
| 3M | +2.9% | +70.3% | -67.4% | +1.4% |
| 6M | +33.6% | +472.0% | -438.4% | +24.8% |
| YTD | +12.0% | +139.5% | -127.5% | +5.5% |
| 1Y | +16.2% | +167.3% | -151.1% | +9.0% |
| 3Y | +65.1% | +109.5% | -44.5% | +43.3% |
| 5Y | +33.3% | -29.9% | +63.2% | +21.8% |
| All | +189.2% | +45.5% | +143.7% | +113.9% |
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