+70.6%
GEN vs FGI
-16.0%
+86.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -25.2% | +27.6% | +2.6% |
| 7D | +2.0% | -14.4% | +16.4% | +2.1% |
| 30D | +27.7% | -11.8% | +39.5% | +27.8% |
| 3M | +3.3% | -46.2% | +49.5% | +3.7% |
| 6M | +31.8% | +5.2% | +26.6% | +31.1% |
| YTD | +13.5% | +10.5% | +3.0% | +12.9% |
| 1Y | +16.0% | +25.5% | -9.5% | +15.5% |
| 3Y | +70.6% | -16.0% | +86.6% | +72.7% |
| All | +70.6% | -16.0% | +86.6% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling