+66.6%
GEN vs REPL
+98.6%
-32.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.1% |
| 7D | -3.0% | +9.8% | -12.8% | -3.1% |
| 30D | +24.7% | +81.5% | -56.8% | +23.9% |
| 3M | +4.1% | +44.2% | -40.1% | +3.6% |
| 6M | +36.0% | +437.4% | -401.4% | +32.5% |
| YTD | +10.9% | +126.1% | -115.3% | +8.3% |
| 1Y | +12.2% | +143.1% | -131.0% | +9.6% |
| All | +66.6% | +98.6% | -32.0% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling