+256.8%
GEN vs RUN
-30.6%
+287.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.0% | +1.8% |
| 7D | -0.8% | +3.2% | -4.0% | -1.2% |
| 30D | +31.2% | +19.5% | +11.7% | +29.1% |
| 3M | +6.1% | -9.6% | +15.7% | +6.6% |
| 6M | +38.1% | -37.3% | +75.4% | +42.1% |
| YTD | +14.4% | -50.7% | +65.1% | +18.5% |
| 1Y | +15.1% | -54.1% | +69.2% | +19.7% |
| 3Y | +68.5% | -3.9% | +72.5% | +49.8% |
| 5Y | +35.8% | -84.4% | +120.2% | +34.5% |
| 10Y | +155.4% | +77.5% | +77.9% | +86.3% |
| All | +256.8% | -30.6% | +287.4% | +170.6% |
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