+20.6%
GEN vs SSNC
+15.9%
+4.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.6% |
| 7D | -2.9% | -3.9% | +1.0% | -0.7% |
| 30D | +2.1% | -0.2% | +2.2% | +2.2% |
| 3M | +19.7% | +15.9% | +3.8% | +10.0% |
| 6M | +33.3% | +7.5% | +25.8% | +27.5% |
| YTD | +11.1% | -8.2% | +19.3% | +15.7% |
| 1Y | +3.0% | -9.3% | +12.3% | +7.7% |
| 3Y | +57.9% | +48.5% | +9.4% | +25.0% |
| 5Y | +20.6% | +16.0% | +4.6% | +6.9% |
| All | +20.6% | +15.9% | +4.7% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 5y: compounded portfolio wealth divided by compounded SSNC 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…
5y analysis · Full analysis span regression · 6 months rolling