-29.8%
DOW vs GEN
+27.2%
-57.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.3% |
| 7D | -9.5% | +2.3% | -11.8% | -10.0% |
| 30D | +13.1% | +33.1% | -20.0% | +6.3% |
| 3M | +4.8% | +6.5% | -1.6% | +2.7% |
| 6M | -16.7% | +53.8% | -70.4% | -26.2% |
| YTD | +38.9% | +11.2% | +27.6% | +34.3% |
| 1Y | +48.3% | +19.4% | +28.9% | +40.5% |
| 3Y | -24.4% | +81.0% | -105.4% | -34.9% |
| All | -29.8% | +27.2% | -57.0% | -38.3% |
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