-17.9%
COMP vs GEN
+32.5%
-50.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.6% | +13.4% | +12.2% |
| 7D | +13.4% | +2.3% | +11.2% | +12.0% |
| 30D | +11.1% | +33.1% | -22.0% | -6.5% |
| 3M | -18.8% | +6.5% | -25.3% | -23.2% |
| 6M | +10.5% | +53.8% | -43.3% | -18.4% |
| YTD | -3.4% | +11.2% | -14.6% | -11.9% |
| 1Y | +19.7% | +19.4% | +0.3% | +4.0% |
| 3Y | +381.6% | +81.0% | +300.6% | +209.0% |
| All | -17.9% | +32.5% | -50.3% | -42.8% |
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