+332.1%
GEN vs ACM
+233.3%
+98.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.7% | -2.7% |
| 7D | +2.3% | +5.4% | -3.1% | +0.6% |
| 30D | +33.1% | +15.1% | +17.9% | +27.4% |
| 3M | +6.5% | -10.5% | +16.9% | +10.0% |
| 6M | +53.8% | -19.7% | +73.5% | +63.6% |
| YTD | +11.2% | -28.8% | +40.1% | +22.6% |
| 1Y | +19.4% | -47.9% | +67.3% | +44.6% |
| 3Y | +81.0% | -12.4% | +93.4% | +84.6% |
| 5Y | +33.4% | +0.6% | +32.9% | +29.3% |
| 10Y | +164.3% | +161.3% | +3.0% | +73.6% |
| All | +332.1% | +233.3% | +98.7% | +120.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling