+27.7%
GEN vs REPL
-35.6%
+63.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.0% | -10.6% | -2.8% |
| 7D | +2.3% | +22.8% | -20.5% | +1.9% |
| 30D | +33.1% | +63.8% | -30.7% | +32.0% |
| 3M | +6.5% | +68.1% | -61.6% | +5.5% |
| 6M | +53.8% | +528.5% | -474.7% | +47.6% |
| YTD | +11.2% | +122.4% | -111.2% | +7.5% |
| 1Y | +19.4% | +154.4% | -135.0% | +15.2% |
| 3Y | +81.0% | +68.0% | +13.1% | +67.8% |
| All | +27.7% | -35.6% | +63.3% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling