+151.2%
GEN vs RUN
+66.4%
+84.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.1% | +3.0% | -2.6% |
| 7D | -3.0% | -13.7% | +10.7% | -1.8% |
| 30D | +24.7% | +9.4% | +15.3% | +23.5% |
| 3M | +4.1% | -13.4% | +17.5% | +5.0% |
| 6M | +36.0% | -39.6% | +75.6% | +40.5% |
| YTD | +10.9% | -53.7% | +64.5% | +15.6% |
| 1Y | +12.2% | -56.2% | +68.3% | +17.2% |
| 3Y | +63.3% | -9.7% | +73.1% | +44.6% |
| 5Y | +29.0% | -85.5% | +114.5% | +28.9% |
| All | +151.2% | +66.4% | +84.8% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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