+149.0%
GEN vs RL
+304.3%
-155.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.6% |
| 7D | -0.7% | +1.9% | -2.6% | -1.0% |
| 30D | +2.6% | -12.2% | +14.9% | +4.7% |
| 3M | +15.8% | -6.6% | +22.4% | +16.7% |
| 6M | +33.1% | +3.2% | +30.0% | +31.5% |
| YTD | +11.3% | -1.3% | +12.6% | +10.7% |
| 1Y | +1.7% | +13.6% | -11.9% | -1.3% |
| 3Y | +58.1% | +210.9% | -152.7% | +30.6% |
| 5Y | +20.6% | +246.9% | -226.2% | -3.1% |
| 10Y | +149.0% | +310.1% | -161.1% | +93.8% |
| All | +149.0% | +304.3% | -155.3% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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