-3.5%
F vs GEN
+18.5%
-22.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.6% |
| 7D | -2.1% | -0.8% | -1.3% | -2.0% |
| 30D | +3.3% | +31.2% | -27.9% | -0.8% |
| 3M | -11.3% | +6.1% | -17.4% | -12.5% |
| 6M | +5.3% | +38.1% | -32.8% | -0.5% |
| YTD | -2.2% | +14.4% | -16.6% | -4.4% |
| 1Y | -3.5% | +15.1% | -18.7% | -6.2% |
| All | -3.5% | +18.5% | -22.0% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling