+25.4%
GEN vs RL
+238.1%
-212.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.6% |
| 7D | -1.2% | -0.8% | -0.4% | -1.0% |
| 30D | +10.1% | -7.8% | +17.9% | +11.9% |
| 3M | +16.1% | -4.0% | +20.1% | +16.6% |
| 6M | +38.9% | -1.9% | +40.7% | +37.9% |
| YTD | +14.4% | -0.2% | +14.6% | +13.2% |
| 1Y | +5.9% | +10.7% | -4.8% | +2.0% |
| 3Y | +58.8% | +210.8% | -152.0% | +19.3% |
| All | +25.4% | +238.1% | -212.7% | -10.1% |
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