+57.5%
GEN vs XE
-62.6%
+120.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.9% | -6.0% | -3.1% |
| 7D | -3.0% | +25.1% | -28.1% | -3.2% |
| 30D | +24.7% | -11.5% | +36.2% | +25.3% |
| 3M | +4.1% | -44.7% | +48.8% | +5.6% |
| 6M | +36.0% | -64.5% | +100.6% | +37.3% |
| All | +57.5% | -62.6% | +120.1% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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