+1,811.1%
GEN vs FLR
+603.8%
+1,207.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.2% | -1.7% |
| 7D | -1.2% | +5.4% | -6.6% | -2.2% |
| 30D | +10.1% | +11.4% | -1.2% | +7.4% |
| 3M | +16.1% | +11.4% | +4.7% | +12.5% |
| 6M | +38.9% | +16.6% | +22.2% | +31.7% |
| YTD | +14.4% | +41.7% | -27.3% | +3.9% |
| 1Y | +5.9% | +35.4% | -29.6% | -3.4% |
| 3Y | +58.8% | +57.3% | +1.5% | +35.0% |
| 5Y | +24.7% | +241.0% | -216.3% | -12.6% |
| 10Y | +163.1% | +16.6% | +146.4% | +100.3% |
| All | +1,811.1% | +603.8% | +1,207.3% | +536.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling