+153.8%
GEN vs FLR
+19.7%
+134.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.9% |
| 7D | -1.3% | -3.5% | +2.2% | -0.9% |
| 30D | +6.1% | +4.2% | +2.0% | +5.6% |
| 3M | +27.0% | +8.1% | +18.9% | +25.5% |
| 6M | +43.9% | +21.5% | +22.3% | +39.4% |
| YTD | +13.0% | +36.8% | -23.8% | +7.9% |
| 1Y | +4.0% | +31.2% | -27.2% | -0.4% |
| 3Y | +66.2% | +53.9% | +12.3% | +53.6% |
| 5Y | +23.2% | +243.0% | -219.9% | +4.8% |
| All | +153.8% | +19.7% | +134.0% | +146.9% |
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