+149.7%
GEN vs ACM
+133.7%
+16.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | +1.0% | +6.6% | -5.6% | -0.9% |
| 30D | +29.1% | +19.8% | +9.3% | +22.4% |
| 3M | +2.9% | -3.1% | +6.0% | +3.5% |
| 6M | +33.6% | -11.5% | +45.1% | +37.4% |
| YTD | +12.0% | -24.7% | +36.7% | +20.3% |
| 1Y | +16.2% | -45.1% | +61.2% | +35.9% |
| 3Y | +65.1% | -8.9% | +73.9% | +66.4% |
| 5Y | +33.3% | +5.4% | +27.9% | +28.8% |
| 10Y | +149.7% | +131.1% | +18.6% | +89.2% |
| All | +149.7% | +133.7% | +16.0% | +89.2% |
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