+27.7%
GEN vs ACM
-2.7%
+30.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.7% | -2.7% |
| 7D | +2.3% | +5.4% | -3.1% | +0.2% |
| 30D | +33.1% | +15.1% | +17.9% | +26.0% |
| 3M | +6.5% | -10.5% | +16.9% | +10.6% |
| 6M | +53.8% | -19.7% | +73.5% | +65.6% |
| YTD | +11.2% | -28.8% | +40.1% | +25.2% |
| 1Y | +19.4% | -47.9% | +67.3% | +51.7% |
| 3Y | +81.0% | -12.4% | +93.4% | +80.5% |
| All | +27.7% | -2.7% | +30.4% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling