+337.1%
IR vs GEN
+95.4%
+241.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +1.0% |
| 7D | +4.2% | -3.0% | +7.2% | +4.9% |
| 30D | +8.1% | +24.7% | -16.6% | +2.5% |
| 3M | +0.7% | +4.1% | -3.5% | -1.1% |
| 6M | +16.6% | +36.0% | -19.4% | +7.1% |
| YTD | +7.8% | +10.9% | -3.1% | +3.3% |
| 1Y | +9.9% | +12.2% | -2.3% | +5.1% |
| 3Y | +25.2% | +63.3% | -38.1% | +9.2% |
| 5Y | +46.8% | +29.0% | +17.7% | +32.3% |
| All | +337.1% | +95.4% | +241.8% | +236.1% |
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