+99.0%
COST vs GEN
+67.9%
+31.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +1.1% |
| 7D | +5.0% | +2.0% | +2.9% | +4.8% |
| 30D | +12.8% | +27.7% | -14.9% | +10.2% |
| 3M | +15.2% | +3.3% | +11.9% | +14.9% |
| 6M | +7.4% | +31.8% | -24.4% | +4.0% |
| YTD | +29.0% | +13.5% | +15.5% | +28.0% |
| 1Y | +20.3% | +16.0% | +4.2% | +18.9% |
| 3Y | +99.0% | +70.6% | +28.4% | +101.8% |
| All | +99.0% | +67.9% | +31.1% | +101.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling