+4,546.7%
GEN vs DGX
+8,796.3%
-4,249.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | +2.6% | -1.2% | +3.8% | +3.0% |
| 3M | +15.8% | +19.9% | -4.1% | +9.1% |
| 6M | +33.1% | +19.2% | +13.9% | +25.4% |
| YTD | +11.3% | +37.5% | -26.2% | -0.2% |
| 1Y | +1.7% | +31.3% | -29.6% | -7.6% |
| 3Y | +58.1% | +96.6% | -38.5% | +25.4% |
| 5Y | +20.6% | +64.3% | -43.6% | +0.2% |
| 10Y | +149.0% | +241.1% | -92.1% | +57.5% |
| All | +4,546.7% | +8,796.3% | -4,249.6% | +813.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling