-12.5%
A vs GEN
+25.8%
-38.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.2% |
| 7D | -1.9% | -1.2% | -0.7% | -1.6% |
| 30D | +6.9% | +10.1% | -3.2% | +4.0% |
| 3M | +9.2% | +16.1% | -6.8% | +4.5% |
| 6M | +25.7% | +38.9% | -13.2% | +13.4% |
| YTD | +11.5% | +14.4% | -2.9% | +6.6% |
| 1Y | +18.4% | +5.9% | +12.5% | +15.8% |
| 3Y | +26.6% | +58.8% | -32.2% | +8.0% |
| All | -12.5% | +25.8% | -38.3% | -23.6% |
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