+44.9%
IR vs GEN
+33.3%
+11.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.9% |
| 7D | +2.5% | +2.0% | +0.5% | +2.0% |
| 30D | +9.2% | +27.7% | -18.6% | +2.2% |
| 3M | +0.9% | +3.3% | -2.3% | -0.7% |
| 6M | +19.2% | +31.8% | -12.6% | +8.9% |
| YTD | +7.5% | +13.5% | -6.0% | +2.5% |
| 1Y | +11.7% | +16.0% | -4.3% | +5.7% |
| 3Y | +23.9% | +70.6% | -46.7% | +3.6% |
| All | +44.9% | +33.3% | +11.5% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling