+344.5%
GEN vs ACM
+230.8%
+113.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -1.2% | -3.7% | +2.6% | 0.0% |
| 30D | +10.1% | -11.1% | +21.3% | +13.9% |
| 3M | +16.1% | -8.0% | +24.1% | +18.5% |
| 6M | +38.9% | -29.7% | +68.5% | +53.8% |
| YTD | +14.4% | -29.4% | +43.8% | +26.2% |
| 1Y | +5.9% | -46.4% | +52.3% | +26.7% |
| 3Y | +58.8% | -22.3% | +81.1% | +67.8% |
| 5Y | +24.7% | +4.5% | +20.2% | +19.0% |
| 10Y | +163.1% | +127.6% | +35.4% | +80.4% |
| All | +344.5% | +230.8% | +113.7% | +127.3% |
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