-5.1%
COST vs GEN
+3.4%
-8.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -2.5% | -4.3% | +1.9% | -2.4% |
| 30D | -4.4% | +3.8% | -8.2% | -4.5% |
| 3M | -8.1% | +22.3% | -30.4% | -8.5% |
| 6M | -9.2% | +39.0% | -48.2% | -9.7% |
| YTD | +5.1% | +11.9% | -6.8% | +7.1% |
| 1Y | -5.1% | +4.5% | -9.6% | -4.6% |
| All | -5.1% | +3.4% | -8.5% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling