+3,277.2%
GEN vs RL
+1,476.5%
+1,800.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.3% | -2.3% |
| 7D | +2.3% | -4.2% | +6.4% | +3.3% |
| 30D | +33.1% | +4.3% | +28.8% | +31.8% |
| 3M | +6.5% | -4.6% | +11.1% | +7.4% |
| 6M | +53.8% | +1.7% | +52.1% | +51.6% |
| YTD | +11.2% | +7.3% | +3.9% | +7.8% |
| 1Y | +19.4% | +20.8% | -1.4% | +12.4% |
| 3Y | +81.0% | +247.0% | -165.9% | +29.1% |
| 5Y | +33.4% | +225.5% | -192.0% | -5.8% |
| 10Y | +164.3% | +363.0% | -198.7% | +53.5% |
| All | +3,277.2% | +1,476.5% | +1,800.7% | +1,165.0% |
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