+27.7%
GEN vs FDS
-22.8%
+50.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.7% | +1.0% | -1.1% |
| 7D | +2.3% | -0.5% | +2.8% | +2.5% |
| 30D | +33.1% | +20.2% | +12.8% | +23.6% |
| 3M | +6.5% | +19.9% | -13.4% | -1.1% |
| 6M | +53.8% | +56.2% | -2.4% | +27.9% |
| YTD | +11.2% | +14.6% | -3.3% | +3.2% |
| 1Y | +19.4% | +31.6% | -12.2% | +4.9% |
| 3Y | +81.0% | -23.8% | +104.9% | +92.8% |
| All | +27.7% | -22.8% | +50.5% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling