-49.3%
COMP vs GEN
+58.9%
-108.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +0.5% |
| 7D | 0.0% | +2.0% | -2.0% | -1.1% |
| 30D | +16.6% | +27.7% | -11.2% | +2.0% |
| 3M | -23.5% | +3.3% | -26.8% | -25.9% |
| 6M | +25.7% | +31.8% | -6.1% | +6.1% |
| YTD | -3.4% | +13.5% | -16.9% | -11.9% |
| 1Y | +7.6% | +16.0% | -8.5% | -3.4% |
| 3Y | +423.6% | +70.6% | +353.0% | +278.2% |
| 5Y | -10.6% | +32.1% | -42.7% | -32.7% |
| All | -49.3% | +58.9% | -108.3% | -58.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling