-50.2%
COMP vs GEN
+61.5%
-111.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.0% | +3.8% | +5.7% |
| 7D | +9.5% | +26.9% | -17.4% | -3.9% |
| 30D | +8.1% | +38.6% | -30.6% | -9.3% |
| 3M | -16.3% | +9.7% | -26.1% | -21.5% |
| 6M | +42.2% | +58.9% | -16.7% | +7.1% |
| YTD | -5.0% | +15.3% | -20.3% | -14.0% |
| 1Y | +20.1% | +21.8% | -1.7% | +5.2% |
| 3Y | +358.4% | +85.8% | +272.6% | +216.0% |
| 5Y | -21.9% | +37.4% | -59.3% | -41.5% |
| All | -50.2% | +61.5% | -111.7% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling