+149.0%
GEN vs FDS
+77.6%
+71.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.6% | -1.2% |
| 7D | -0.7% | -5.4% | +4.7% | +1.3% |
| 30D | +2.6% | +1.6% | +1.1% | +2.0% |
| 3M | +15.8% | +17.7% | -2.0% | +8.7% |
| 6M | +33.1% | +29.1% | +4.1% | +20.5% |
| YTD | +11.3% | +1.0% | +10.3% | +9.1% |
| 1Y | +1.7% | -21.6% | +23.3% | +7.9% |
| 3Y | +58.1% | -30.1% | +88.3% | +73.2% |
| 5Y | +20.6% | -20.7% | +41.4% | +25.3% |
| 10Y | +149.0% | +78.3% | +70.7% | +89.2% |
| All | +149.0% | +77.6% | +71.4% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling