+257.0%
GEN vs RUN
-31.9%
+288.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.1% |
| 7D | -1.2% | +1.3% | -2.4% | -1.3% |
| 30D | +10.1% | -15.3% | +25.4% | +11.4% |
| 3M | +16.1% | -40.0% | +56.1% | +20.3% |
| 6M | +38.9% | -27.0% | +65.8% | +41.0% |
| YTD | +14.4% | -51.7% | +66.1% | +19.0% |
| 1Y | +5.9% | -45.9% | +51.8% | +8.3% |
| 3Y | +58.8% | -43.8% | +102.6% | +47.9% |
| 5Y | +24.7% | -80.5% | +105.1% | +21.0% |
| 10Y | +163.1% | +45.3% | +117.8% | +94.4% |
| All | +257.0% | -31.9% | +288.9% | +171.8% |
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