+157.2%
GEN vs URA
+266.3%
-109.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.6% |
| 7D | +2.0% | -1.5% | +3.6% | +2.3% |
| 30D | +27.7% | -10.4% | +38.1% | +29.6% |
| 3M | +3.3% | -29.6% | +32.9% | +8.8% |
| 6M | +31.8% | -40.3% | +72.1% | +42.2% |
| YTD | +13.5% | -25.5% | +39.0% | +16.0% |
| 1Y | +16.0% | -26.4% | +42.5% | +18.6% |
| 3Y | +70.6% | +31.4% | +39.1% | +49.4% |
| 5Y | +32.1% | +28.6% | +3.5% | +12.7% |
| All | +157.2% | +266.3% | -109.0% | +64.2% |
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