+68.1%
COST vs GEN
+57.6%
+10.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -2.8% | -2.9% | +0.1% | -2.5% |
| 30D | -5.3% | +2.1% | -7.3% | -5.5% |
| 3M | -6.7% | +19.7% | -26.4% | -8.5% |
| 6M | -9.9% | +33.3% | -43.2% | -12.9% |
| YTD | +5.1% | +11.1% | -6.0% | +4.3% |
| 1Y | -7.3% | +3.0% | -10.3% | -7.0% |
| All | +68.1% | +57.6% | +10.4% | +56.9% |
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 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