+24.0%
GEN vs ACM
+5.6%
+18.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -1.2% | -3.7% | +2.6% | +0.2% |
| 30D | +10.1% | -11.1% | +21.3% | +14.6% |
| 3M | +16.1% | -8.0% | +24.1% | +19.0% |
| 6M | +38.9% | -29.7% | +68.5% | +57.4% |
| YTD | +14.4% | -29.4% | +43.8% | +29.0% |
| 1Y | +5.9% | -46.4% | +52.3% | +32.4% |
| 3Y | +58.8% | -22.3% | +81.1% | +66.6% |
| All | +24.0% | +5.6% | +18.4% | +13.4% |
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 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