+34.1%
GEN vs FIVE
+16.7%
+17.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | +2.0% | +2.7% | -0.6% | +1.7% |
| 30D | +27.7% | +12.7% | +15.1% | +25.7% |
| 3M | +3.3% | +2.1% | +1.2% | +2.8% |
| 6M | +31.8% | +17.5% | +14.3% | +28.4% |
| YTD | +13.5% | +31.0% | -17.5% | +8.8% |
| 1Y | +16.0% | +67.7% | -51.7% | +7.6% |
| 3Y | +70.6% | +43.4% | +27.2% | +55.5% |
| All | +34.1% | +16.7% | +17.4% | +27.6% |
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