+3.8%
MSCI vs GEN
+32.5%
-28.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.4% | -1.5% |
| 7D | +2.8% | +2.3% | +0.6% | +2.2% |
| 30D | +15.4% | +33.1% | -17.6% | +5.4% |
| 3M | +13.4% | +6.5% | +6.9% | +10.3% |
| 6M | +10.9% | +53.8% | -42.9% | -4.7% |
| YTD | +13.0% | +11.2% | +1.7% | +7.5% |
| 1Y | +12.0% | +19.4% | -7.4% | +3.9% |
| 3Y | +34.1% | +81.0% | -46.9% | +5.2% |
| All | +3.8% | +32.5% | -28.7% | -13.7% |
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 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