+58.1%
GEN vs ACM
-19.8%
+77.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +7.3% |
| 3M | +15.8% | -6.4% | +22.2% | +17.7% |
| 6M | +33.1% | -29.2% | +62.4% | +49.4% |
| YTD | +11.3% | -29.9% | +41.2% | +25.1% |
| 1Y | +1.7% | -47.3% | +48.9% | +26.5% |
| 3Y | +58.1% | -19.6% | +77.8% | +58.2% |
| All | +58.1% | -19.8% | +77.9% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling