+35.8%
GEN vs FIVE
+19.0%
+16.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.2% |
| 7D | -0.8% | -0.5% | -0.3% | -0.8% |
| 30D | +31.2% | +17.4% | +13.8% | +28.4% |
| 3M | +6.1% | +7.0% | -1.0% | +4.9% |
| 6M | +38.1% | +20.5% | +17.7% | +34.1% |
| YTD | +14.4% | +33.1% | -18.7% | +9.4% |
| 1Y | +15.1% | +67.1% | -51.9% | +6.8% |
| 3Y | +68.5% | +41.9% | +26.6% | +54.1% |
| 5Y | +35.8% | +21.1% | +14.8% | +28.2% |
| All | +35.8% | +19.0% | +16.8% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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