-15.8%
F vs GEN
+32.5%
-48.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | 0.0% |
| 7D | +1.6% | +2.3% | -0.7% | +0.9% |
| 30D | +2.6% | +33.1% | -30.4% | -5.8% |
| 3M | -8.8% | +6.5% | -15.3% | -11.2% |
| 6M | +4.6% | +53.8% | -49.2% | -10.1% |
| YTD | -1.9% | +11.2% | -13.1% | -6.7% |
| 1Y | -0.8% | +19.4% | -20.2% | -8.0% |
| 3Y | +43.5% | +81.0% | -37.6% | +12.3% |
| All | -15.8% | +32.5% | -48.3% | -27.5% |
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