+525.7%
GEN vs FIVE
+868.1%
-342.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.1% | -7.3% | -2.8% |
| 7D | -1.2% | +4.3% | -5.5% | -1.7% |
| 30D | +10.1% | +12.5% | -2.4% | +8.4% |
| 3M | +16.1% | +31.2% | -15.2% | +12.0% |
| 6M | +38.9% | +14.4% | +24.5% | +35.8% |
| YTD | +14.4% | +33.9% | -19.5% | +9.7% |
| 1Y | +5.9% | +65.1% | -59.2% | -1.3% |
| 3Y | +58.8% | +49.0% | +9.8% | +44.6% |
| 5Y | +24.7% | +30.3% | -5.6% | +13.3% |
| 10Y | +163.1% | +481.1% | -318.0% | +95.5% |
| All | +525.7% | +868.1% | -342.5% | +361.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling