+156.3%
GEN vs URA
+356.0%
-199.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | -1.2% | +1.1% | -2.3% | -1.4% |
| 30D | +10.1% | +7.4% | +2.8% | +8.7% |
| 3M | +16.1% | -8.4% | +24.5% | +17.2% |
| 6M | +38.9% | -12.7% | +51.6% | +40.5% |
| YTD | +14.4% | +7.8% | +6.6% | +10.5% |
| 1Y | +5.9% | +19.5% | -13.6% | -0.9% |
| 3Y | +58.8% | +116.4% | -57.6% | +27.7% |
| 5Y | +24.7% | +134.3% | -109.6% | -5.0% |
| All | +156.3% | +356.0% | -199.7% | +62.0% |
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