-2.3%
FERG vs GEN
+5.4%
-7.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.5% | +2.5% |
| 7D | 0.0% | -1.2% | +1.2% | 0.0% |
| 30D | -10.2% | +10.1% | -20.3% | -10.8% |
| 3M | -0.6% | +16.1% | -16.7% | -1.5% |
| 6M | -6.5% | +38.9% | -45.4% | -7.2% |
| YTD | +4.2% | +14.4% | -10.3% | +9.9% |
| 1Y | -2.3% | +5.9% | -8.1% | +8.5% |
| All | -2.3% | +5.4% | -7.7% | +8.5% |
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 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