-13.5%
F vs GEN
+31.7%
-45.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | -0.2% | +1.0% | -1.3% | -0.5% |
| 30D | +0.9% | +29.1% | -28.2% | -6.5% |
| 3M | -11.3% | +2.9% | -14.2% | -12.7% |
| 6M | +2.0% | +33.6% | -31.6% | -8.0% |
| YTD | -3.2% | +12.0% | -15.2% | -8.1% |
| 1Y | -3.5% | +16.2% | -19.6% | -9.6% |
| 3Y | +48.1% | +65.1% | -17.0% | +20.3% |
| 5Y | -13.5% | +33.3% | -46.8% | -25.3% |
| All | -13.5% | +31.7% | -45.2% | -25.3% |
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