+151.2%
GEN vs FLR
+8.6%
+142.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.9% |
| 7D | -3.0% | +10.1% | -13.1% | -3.9% |
| 30D | +24.7% | -0.5% | +25.2% | +24.6% |
| 3M | +4.1% | -4.8% | +8.9% | +4.4% |
| 6M | +36.0% | +10.7% | +25.3% | +33.8% |
| YTD | +10.9% | +25.0% | -14.1% | +6.8% |
| 1Y | +12.2% | +8.3% | +3.9% | +9.6% |
| 3Y | +63.3% | +36.8% | +26.5% | +52.9% |
| 5Y | +29.0% | +121.8% | -92.7% | +14.6% |
| All | +151.2% | +8.6% | +142.6% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling