+58.1%
GEN vs RUN
-35.6%
+93.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.7% | -6.5% | -3.0% |
| 7D | -0.7% | +10.2% | -10.9% | -1.3% |
| 30D | +2.6% | -9.6% | +12.3% | +3.2% |
| 3M | +15.8% | -31.5% | +47.3% | +18.1% |
| 6M | +33.1% | -18.7% | +51.8% | +33.9% |
| YTD | +11.3% | -49.9% | +61.2% | +14.6% |
| 1Y | +1.7% | -45.5% | +47.2% | +3.7% |
| 3Y | +58.1% | -34.1% | +92.2% | +42.4% |
| All | +58.1% | -35.6% | +93.7% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling