-28.1%
COMP vs GEN
+7.8%
-36.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.9% | -7.2% | -7.9% |
| 7D | -1.8% | +8.5% | -10.3% | -3.9% |
| 30D | -0.8% | +34.2% | -35.0% | -8.1% |
| 3M | -28.1% | +10.0% | -38.1% | -29.1% |
| All | -28.1% | +7.8% | -36.0% | -29.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling