+254.1%
GEN vs RUN
-33.9%
+288.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.3% |
| 7D | +2.0% | -13.5% | +15.6% | +3.2% |
| 30D | +27.7% | +18.3% | +9.4% | +25.8% |
| 3M | +3.3% | -12.5% | +15.7% | +4.0% |
| 6M | +31.8% | -40.3% | +72.1% | +36.1% |
| YTD | +13.5% | -53.1% | +66.6% | +18.0% |
| 1Y | +16.0% | -54.3% | +70.3% | +20.7% |
| 3Y | +70.6% | -6.5% | +77.1% | +51.9% |
| 5Y | +32.1% | -85.3% | +117.4% | +31.5% |
| 10Y | +153.4% | +68.9% | +84.5% | +85.6% |
| All | +254.1% | -33.9% | +288.0% | +169.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling