+34.1%
GEN vs RL
+239.2%
-205.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.5% | +2.6% |
| 7D | +2.0% | +2.6% | -0.5% | +1.4% |
| 30D | +27.7% | +2.9% | +24.8% | +26.9% |
| 3M | +3.3% | 0.0% | +3.3% | +3.1% |
| 6M | +31.8% | +17.1% | +14.7% | +26.3% |
| YTD | +13.5% | +10.1% | +3.4% | +9.8% |
| 1Y | +16.0% | +17.3% | -1.3% | +10.5% |
| 3Y | +70.6% | +249.3% | -178.8% | +23.6% |
| All | +34.1% | +239.2% | -205.0% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling