+150.0%
GEN vs ACM
+147.1%
+2.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | -1.5% |
| 7D | -0.3% | +6.9% | -7.2% | -2.3% |
| 30D | +28.2% | +19.1% | +9.1% | +21.8% |
| 3M | +2.6% | -6.9% | +9.5% | +4.4% |
| 6M | +32.7% | -12.0% | +44.7% | +36.7% |
| YTD | +11.3% | -25.1% | +36.4% | +19.7% |
| 1Y | +17.9% | -45.4% | +63.4% | +38.3% |
| 3Y | +66.3% | -6.9% | +73.2% | +66.7% |
| 5Y | +31.7% | +3.7% | +27.9% | +27.8% |
| 10Y | +150.0% | +135.8% | +14.2% | +89.7% |
| All | +150.0% | +147.1% | +2.9% | +89.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling