+154.4%
GEN vs URA
+278.3%
-123.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -7.0% | -3.4% |
| 7D | +2.3% | -4.1% | +6.4% | +2.9% |
| 30D | +33.1% | -19.0% | +52.1% | +37.3% |
| 3M | +6.5% | -25.1% | +31.6% | +11.1% |
| 6M | +53.8% | -44.5% | +98.3% | +68.0% |
| YTD | +11.2% | -24.3% | +35.5% | +13.5% |
| 1Y | +19.4% | -28.1% | +47.5% | +22.6% |
| 3Y | +81.0% | +40.7% | +40.4% | +56.5% |
| 5Y | +33.4% | +35.5% | -2.0% | +12.7% |
| All | +154.4% | +278.3% | -123.8% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling