+48.4%
IR vs GEN
+24.6%
+23.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.4% | +1.9% |
| 7D | -2.8% | -1.2% | -1.6% | -2.5% |
| 30D | -15.1% | +10.1% | -25.3% | -17.5% |
| 3M | +6.1% | +16.1% | -10.0% | +1.4% |
| 6M | -16.8% | +38.9% | -55.7% | -25.1% |
| YTD | -3.5% | +14.4% | -18.0% | -7.7% |
| 1Y | -3.5% | +5.9% | -9.4% | -5.2% |
| 3Y | +9.5% | +58.8% | -49.3% | -6.0% |
| All | +48.4% | +24.6% | +23.8% | +33.0% |
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