Generation Investment Management LLP 13F holdings and portfolio analysis
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Baseline
Analysis messagesPre-generated Q&A about this fund. Use as reference context for your own analysis.
Following Baseline means accepting the manager's disclosed sizing almost directly. Here that means moderate concentration rather than broad index-like exposure: top 5 44.76%, top 10 68.46%, top 20 94.50%, with MSFT 13.90%, DHR 12.10%, MELI 6.44%, GOOGL 6.16%, WDAY 6.16%, SCHW 5.46%. The baseline result is return 13.94%, alpha 1.17%, beta 0.97, Sharpe 0.79, Sortino 0.99, max drawdown -34.50%. That is the right reference case, but it is not automatically the safest case because the largest names and sector mix (Information Technology 38.31%, Health Care 29.07%, Consumer Discretionary 11.08%, Financials 10.87%) still dominate the realized path.
The period rows show the character of the baseline. The strongest relative period was 2023-09-30 (12.55% vs SPY 10.11%, excess 2.45%, turnover 14.00%); the weakest was 2025-03-31 (3.74% vs SPY 9.22%, excess -5.48%, turnover 28.81%). The latest rows (2025-03-31 (3.74% vs SPY 9.22%, excess -5.48%, turnover 28.81%); 2025-06-30 (0.30% vs SPY 4.20%, excess -3.90%, turnover 36.01%); 2025-09-30 (1.29% vs SPY 1.49%, excess -0.20%, turnover 22.21%)) show whether recent results are confirming or reversing the long-term profile.
Before accepting Baseline, I would inspect three things: whether MSFT 13.90%, DHR 12.10%, MELI 6.44%, GOOGL 6.16% still have current theses, whether recent changes such as no large named moves and no large named moves indicate a shift, and whether max drawdown of -34.50% is acceptable for the user's risk budget.