+34.1%
GEN vs REPL
-35.0%
+69.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | +2.0% | +1.2% | +0.8% | +2.0% |
| 30D | +27.7% | +92.2% | -64.5% | +26.4% |
| 3M | +3.3% | +44.1% | -40.8% | +2.6% |
| 6M | +31.8% | +313.0% | -281.2% | +27.2% |
| YTD | +13.5% | +125.2% | -111.7% | +9.7% |
| 1Y | +16.0% | +143.8% | -127.7% | +12.0% |
| 3Y | +70.6% | +104.2% | -33.6% | +56.6% |
| All | +34.1% | -35.0% | +69.1% | +34.1% |
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