+16.0%
GEN vs FGI
+17.8%
-1.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -25.2% | +27.6% | +2.9% |
| 7D | +2.0% | -14.4% | +16.4% | +2.3% |
| 30D | +27.7% | -11.8% | +39.5% | +27.9% |
| 3M | +3.3% | -46.2% | +49.5% | +4.2% |
| 6M | +31.8% | +5.2% | +26.6% | +30.2% |
| YTD | +13.5% | +10.5% | +3.0% | +12.3% |
| 1Y | +16.0% | +25.5% | -9.5% | +13.8% |
| All | +16.0% | +17.8% | -1.7% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling