+11,743.1%
COST vs GEN
+8,838.8%
+2,904.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.8% |
| 7D | -3.1% | -1.2% | -2.0% | -3.0% |
| 30D | -2.8% | +10.1% | -12.9% | -4.1% |
| 3M | -5.7% | +16.1% | -21.8% | -7.6% |
| 6M | -8.8% | +38.9% | -47.6% | -13.1% |
| YTD | +6.7% | +14.4% | -7.8% | +4.0% |
| 1Y | -3.6% | +5.9% | -9.5% | -5.1% |
| 3Y | +75.1% | +58.8% | +16.3% | +61.9% |
| 5Y | +108.9% | +24.7% | +84.2% | +97.7% |
| 10Y | +586.2% | +163.1% | +423.1% | +470.3% |
| All | +11,743.1% | +8,838.8% | +2,904.2% | +4,512.8% |
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 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