+149.0%
GEN vs ACM
+128.0%
+21.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.5% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | +2.6% | -12.9% | +15.6% | +6.4% |
| 3M | +15.8% | -6.4% | +22.2% | +17.4% |
| 6M | +33.1% | -29.2% | +62.4% | +45.7% |
| YTD | +11.3% | -29.9% | +41.2% | +21.9% |
| 1Y | +1.7% | -47.3% | +48.9% | +20.1% |
| 3Y | +58.1% | -19.6% | +77.8% | +64.9% |
| 5Y | +20.6% | +5.5% | +15.1% | +16.9% |
| 10Y | +149.0% | +129.7% | +19.3% | +88.4% |
| All | +149.0% | +128.0% | +21.0% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ACM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling