-3.5%
IR vs GEN
+5.4%
-8.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.4% | +1.4% |
| 7D | -2.8% | -1.2% | -1.6% | -2.8% |
| 30D | -15.1% | +10.1% | -25.3% | -15.6% |
| 3M | +6.1% | +16.1% | -10.0% | +5.3% |
| 6M | -16.8% | +38.9% | -55.7% | -17.0% |
| YTD | -3.5% | +14.4% | -18.0% | +2.3% |
| 1Y | -3.5% | +5.9% | -9.4% | +8.6% |
| All | -3.5% | +5.4% | -8.9% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 1y: compounded portfolio wealth divided by compounded GEN 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…
1y analysis · Full analysis span regression · 6 months rolling