+101.7%
GEN vs FND
+66.0%
+35.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.4% |
| 7D | -1.2% | -5.2% | +4.0% | -0.4% |
| 30D | +10.1% | -19.9% | +30.0% | +13.9% |
| 3M | +16.1% | +2.7% | +13.4% | +14.9% |
| 6M | +38.9% | -21.7% | +60.5% | +43.0% |
| YTD | +14.4% | -17.5% | +31.9% | +16.6% |
| 1Y | +5.9% | -39.3% | +45.2% | +13.0% |
| 3Y | +58.8% | -49.8% | +108.6% | +71.2% |
| 5Y | +24.7% | -60.1% | +84.7% | +34.7% |
| All | +101.7% | +66.0% | +35.7% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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