+27.7%
GEN vs FIVE
+14.2%
+13.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.6% |
| 7D | +2.3% | -0.3% | +2.5% | +2.3% |
| 30D | +33.1% | +17.7% | +15.4% | +30.3% |
| 3M | +6.5% | +4.0% | +2.5% | +5.8% |
| 6M | +53.8% | +2.6% | +51.2% | +52.6% |
| YTD | +11.2% | +27.6% | -16.3% | +7.0% |
| 1Y | +19.4% | +59.9% | -40.6% | +11.5% |
| 3Y | +81.0% | +35.8% | +45.3% | +66.6% |
| All | +27.7% | +14.2% | +13.6% | +21.4% |
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