-49.3%
COMP vs GEN
+55.8%
-105.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.6% | +13.4% | +12.1% |
| 7D | +13.4% | +2.3% | +11.2% | +12.1% |
| 30D | +11.1% | +33.1% | -22.0% | -4.9% |
| 3M | -18.8% | +6.5% | -25.3% | -22.7% |
| 6M | +10.5% | +53.8% | -43.3% | -15.4% |
| YTD | -3.4% | +11.2% | -14.6% | -11.0% |
| 1Y | +19.7% | +19.4% | +0.3% | +5.7% |
| 3Y | +381.6% | +81.0% | +300.6% | +235.9% |
| 5Y | -17.6% | +33.4% | -51.0% | -37.1% |
| All | -49.3% | +55.8% | -105.1% | -57.5% |
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 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