+5,288.4%
GEN vs FDS
+10,290.2%
-5,001.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -0.3% | -5.0% | +4.7% | +1.6% |
| 30D | +28.2% | +13.8% | +14.4% | +22.3% |
| 3M | +2.6% | +14.8% | -12.2% | -2.6% |
| 6M | +32.7% | +47.4% | -14.7% | +13.9% |
| YTD | +11.3% | +14.2% | -2.9% | +4.2% |
| 1Y | +17.9% | +26.6% | -8.7% | +6.0% |
| 3Y | +66.3% | -24.4% | +90.8% | +78.1% |
| 5Y | +31.7% | -22.6% | +54.3% | +38.0% |
| 10Y | +150.0% | +130.0% | +20.0% | +66.4% |
| All | +5,288.4% | +10,290.2% | -5,001.8% | +868.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling