+26.2%
GEN vs DGX
+66.8%
-40.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.4% |
| 7D | -1.3% | -0.9% | -0.4% | -1.0% |
| 30D | +6.1% | -1.2% | +7.3% | +6.5% |
| 3M | +27.0% | +15.8% | +11.2% | +21.1% |
| 6M | +43.9% | +18.2% | +25.7% | +36.1% |
| YTD | +13.0% | +37.2% | -24.2% | +1.2% |
| 1Y | +4.0% | +30.4% | -26.3% | -5.3% |
| 3Y | +66.2% | +96.7% | -30.5% | +30.0% |
| All | +26.2% | +66.8% | -40.6% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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