-25.6%
COMP vs GEN
+32.4%
-58.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.9% | -7.2% | -7.6% |
| 7D | -1.8% | +8.5% | -10.3% | -6.2% |
| 30D | -0.8% | +34.2% | -35.0% | -16.7% |
| 3M | -28.1% | +10.0% | -38.1% | -33.1% |
| 6M | +27.0% | +56.8% | -29.8% | -7.0% |
| YTD | -12.8% | +14.2% | -27.0% | -21.5% |
| 1Y | +4.9% | +20.8% | -15.9% | -9.1% |
| 3Y | +321.0% | +84.1% | +236.9% | +169.3% |
| 5Y | -25.6% | +37.1% | -62.7% | -51.1% |
| All | -25.6% | +32.4% | -58.0% | -51.1% |
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 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