+284.9%
IR vs GEN
+96.1%
+188.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.0% |
| 7D | +0.6% | -0.7% | +1.3% | +0.8% |
| 30D | -13.6% | +2.6% | -16.3% | -14.2% |
| 3M | +3.7% | +15.8% | -12.1% | -0.1% |
| 6M | -13.1% | +33.1% | -46.2% | -19.6% |
| YTD | -5.1% | +11.3% | -16.4% | -8.4% |
| 1Y | -6.5% | +1.7% | -8.1% | -7.7% |
| 3Y | +8.5% | +58.1% | -49.6% | -4.1% |
| 5Y | +43.3% | +20.6% | +22.7% | +31.7% |
| All | +284.9% | +96.1% | +188.7% | +197.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling