-17.2%
F vs GEN
+33.3%
-50.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.6% |
| 7D | -3.1% | +2.0% | -5.1% | -3.7% |
| 30D | 0.0% | +27.7% | -27.7% | -7.1% |
| 3M | -13.2% | +3.3% | -16.5% | -14.6% |
| 6M | -10.2% | +31.8% | -42.0% | -18.8% |
| YTD | -4.9% | +13.5% | -18.4% | -10.1% |
| 1Y | -6.1% | +16.0% | -22.1% | -12.0% |
| 3Y | +46.0% | +70.6% | -24.6% | +17.1% |
| All | -17.2% | +33.3% | -50.6% | -28.1% |
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