+104.7%
COST vs GEN
+21.5%
+83.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -2.5% | -4.3% | +1.9% | -1.8% |
| 30D | -4.4% | +3.8% | -8.2% | -5.1% |
| 3M | -8.1% | +22.3% | -30.4% | -11.3% |
| 6M | -9.2% | +39.0% | -48.2% | -14.9% |
| YTD | +5.1% | +11.9% | -6.8% | +2.8% |
| 1Y | -5.1% | +4.5% | -9.6% | -6.0% |
| 3Y | +70.4% | +59.0% | +11.4% | +51.6% |
| 5Y | +104.7% | +22.0% | +82.7% | +92.7% |
| All | +104.7% | +21.5% | +83.3% | +92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling