+3,374.7%
GEN vs RL
+1,366.2%
+2,008.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.7% |
| 7D | -1.2% | -0.8% | -0.4% | -1.0% |
| 30D | +10.1% | -7.8% | +17.9% | +12.1% |
| 3M | +16.1% | -4.0% | +20.1% | +16.7% |
| 6M | +38.9% | -1.9% | +40.7% | +37.9% |
| YTD | +14.4% | -0.2% | +14.6% | +13.1% |
| 1Y | +5.9% | +10.7% | -4.8% | +1.8% |
| 3Y | +58.8% | +210.8% | -152.0% | +16.5% |
| 5Y | +24.7% | +238.2% | -213.6% | -13.0% |
| 10Y | +163.1% | +313.4% | -150.3% | +57.4% |
| All | +3,374.7% | +1,366.2% | +2,008.5% | +1,226.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling