+11.7%
IT vs GEN
+37.7%
-26.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.5% | -3.2% |
| 7D | -6.0% | -1.2% | -4.8% | -5.2% |
| 30D | 0.0% | +10.1% | -10.1% | -6.0% |
| 3M | +13.1% | +16.1% | -3.0% | +2.4% |
| 6M | +11.7% | +38.9% | -27.2% | -6.5% |
| All | +11.7% | +37.7% | -26.0% | -6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling