-44.8%
COMP vs GEN
+60.2%
-105.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.7% |
| 7D | +1.4% | -1.2% | +2.6% | +2.0% |
| 30D | -13.3% | +10.1% | -23.5% | -18.0% |
| 3M | +41.1% | +16.1% | +25.0% | +29.2% |
| 6M | +17.2% | +38.9% | -21.7% | -3.9% |
| YTD | +5.2% | +14.4% | -9.2% | -3.4% |
| 1Y | +18.9% | +5.9% | +13.1% | +14.0% |
| 3Y | +215.9% | +58.8% | +157.1% | +139.4% |
| 5Y | -31.2% | +24.7% | -55.9% | -48.6% |
| All | -44.8% | +60.2% | -105.1% | -53.9% |
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