+11.7%
D vs GEN
+33.3%
-21.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.1% |
| 7D | -1.4% | +2.0% | -3.4% | -1.7% |
| 30D | +7.7% | +27.7% | -20.0% | +4.2% |
| 3M | -0.3% | +3.3% | -3.5% | -1.1% |
| 6M | +10.1% | +31.8% | -21.7% | +5.2% |
| YTD | +19.1% | +13.5% | +5.6% | +16.5% |
| 1Y | +15.9% | +16.0% | -0.1% | +12.9% |
| 3Y | +75.0% | +70.6% | +4.4% | +57.1% |
| All | +11.7% | +33.3% | -21.7% | +0.3% |
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