+25.4%
GEN vs FDS
-17.4%
+42.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -0.8% |
| 7D | -1.2% | -1.9% | +0.7% | -0.4% |
| 30D | +10.1% | +9.0% | +1.1% | +6.5% |
| 3M | +16.1% | +18.9% | -2.8% | +7.9% |
| 6M | +38.9% | +35.1% | +3.7% | +22.5% |
| YTD | +14.4% | +5.5% | +8.9% | +10.0% |
| 1Y | +5.9% | -16.8% | +22.7% | +10.5% |
| 3Y | +58.8% | -28.1% | +86.8% | +73.0% |
| All | +25.4% | -17.4% | +42.8% | +32.2% |
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 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